Asset Allocation (Risk Parity) Via Quantitative Modeling In Excel

Master the principles of a resilient investing strategy using stocks & bond ETFs (called Risk Parity) used in hedge funds.

SGD$149

Immediate implementation upon learning

Free 1-year signals service
(worth SGD$320)

Shareable Certificate

100% Online

Approx. 8 hours to complete

English

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SGD$469

68% OFF

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What you will get in this course

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Fully completed model file that you can use for live investing

Practice sheets on financial mathematics and excel functions with solutions

Guided step-by-step model building process complete with templates

Free Excel-based resources (from the web) to download price data from yahoo finance in bulk

VBA scripts to automate the data updating and weight optimization process

Unlimited lifetime access anywhere, anytime. Learn at your convenience.

Prompt email Q&A support to assist your learning

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Free 1-year signals service that updates on portfolio composition and trades to be done (worth SGD$320)

What you will learn

  • Learn about Quantitative Investing & how it is different from conventional methods of investing

  • Master the science and art of diversification to build an all-weather portfolio that remains robust under harsh market conditions

  • Know the pitfalls of buy and hold and why traditional asset allocation methods such as 50/50 or 60/40 are not ideal

  • Understand the concept of risk and how to look at investments from the perspective of risk

  • Know the criteria to choose the right assets in portfolio construction

  • Master an established quantitative method used in hedge funds called Risk Parity to allocate capital across different assets

  • Learn critical Excel functions required for modelling.

  • Understand the intuition behind the math of key financial concepts and their implementation.

  • Know how to model a buy and hold, perform rebalancing and weights optimization

  • Know about transaction costs and how to incorporate them into the model

  • Understand the concept of leverage, how we can use it to boost our returns and how to model it.

  • Learn the concept and math behind key investment performance metrics such as Sharpe Ratio

  • Know how to operate the Risk Parity model

Course Content

Requirements

7 sections: ~8hrs total length

1. Introduction

2. Concept of All-Weather Investing

3. Excel Crash Course

4. Financial Mathematics

5. Building the All-Weather Risk Parity Model

6. Risk Parity Operations

7. Bonus: VBA Scripts

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A keen learning attitude with an open mind

Basic knowledge in Math and Statistics is preferable, but not compulsory

Basic knowledge in Excel is preferable, but not compulsory

Description

We will teach you in-depth an all-weather investing approach known as Risk Parity, from concept to implementation, whose principles are used among hedge fund professionals. Ray Dalio, the founder of the largest hedge fund Bridgewater Associates, is the first to launch a fund based on Risk Parity principles.

Risk Parity is a powerful quantitative investing strategy grounded in well-established theory and common sense. It is capable of creating robust portfolios that are much lower in risk. It remains resilient in harsh markets while yielding comparable returns to the broader stock market.

We are bundling this course together with a 1-year free signals service where we will update you on the portfolio composition and trades to be done (if any) on a daily basis through Telegram.

* The strategy taught in this course is applied to the US market.

Our Difference

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Say good bye to chart reading, thick annual reports, and an overload of market news

All investment decisions are driven by the model we will build in this course. 

5 minutes of your time each day to update the model is all you need

The model keeps you on course during times of market stress. The result is consistency.

We use Excel. No programming experience is required.

No need to pay for expensive tools or data subscriptions. We use only free resources.