The Complete Multi-Strategy Investing Course (Portfolio Diversifying)
Multi-Strategy Investing – Combine Four Strategies into One, Build a Portfolio Management and Rebalancing Tool in Excel.
Immediate implementation upon learning
Approx. 24 hours to complete
What you will get in this course
Fully completed model file that you can use for live investing
Guided step-by-step model building process complete with templates
Unlimited lifetime access anywhere, anytime. Learn at your convenience.
Prompt email Q&A support to assist your learning
VBA scripts to automate the data updating and weight optimization process
Over 24 hours of lectures developed by professionals with more than 30 years of joint experience in the asset management, hedge fund, and banking industry.
The complete suite of strategies taught by AllQuant
21 sections: ~24hrs total length
1. Introduction to Portfolio Construction
2. Excel Crash Course
3. Financial Mathematics
4. Getting Acquainted with Quantitative Investing
5. Strategy: Risk Parity Concept
6. Strategy: Risk Parity Model Building
7. Strategy: Risk Parity Operations
8. Strategy: Trend-Following Concept
9. Strategy: Trend-Following Model Building
10. Strategy: Trend-Following Operations
11. Strategy: Volatility Risk Premium Concept
12. Strategy: Volatility Risk Premium Model Building
13. Strategy: Volatility Risk Premium Operations
14. Strategy: Sector Rotation Concept
15. Strategy: Sector Rotation Model Building
16. Strategy: Sector Rotation Operations
17. Introduction to Multi-Strategy Portfolio and Recap of Individual Strategies
18. Multi-Strategy Implementation in Excel (2 Strategy Setup)
19. Setting Up the Performance Analytics in Excel
20. Adding Strategies to the Multi-Strategy Portfolio
What you will learn
All the contents taught in the other courses
Learn how to aggregate performance data from the individual strategies onto the multi-strategy model excel file
Learn how to track the performance of the multi-strategy portfolio against its component strategies
Learn how to rebalance across the strategies
Learn how to operate the multi-strategy file and how it interacts with the individual strategy files
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
We will start with covering the foundation of building a stable and resilient portfolio by extending Harry Markowitz’s Modern Portfolio Theory. We will then cover some basic Excel and financial mathematics knowledge. We can then move on to teach you in-depth four quantitative strategies that are used in the hedge fund industry including some of the largest firms in the world.
1. All-Weather Investing Via Quantitative Modelling In Excel (Risk Parity)
2. Defensive Stock Investing Via Quantitative Modelling In Excel (Trend Following)
3. Volatility Trading Via Quantitative Modelling In Excel (Volatility Risk Premium)
4. Stock Sector Investing Via Quantitative Modelling In Excel (Sector Rotation)
Then you will learn how to pull all the strategies into a multi-strategy approach using MS Excel. You will see how you can track the performance of the multi-strategy portfolio, how to allocate capital across your strategies, and when to implement rebalancing.
* The strategy taught in this course is applied to the US market.
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.
10 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.