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Quantitative Risk Management – Portfolios
Learning path
Portfolios and Social Trading
Pro
Models and measures portfolio risk using quantitative metrics and approaches.
1h 29min of content5 ModulesVerified certificate
Program content
- IntroductionThe program's starting point. It proposes a central shift: moving from discussing risk intuitively to measuring, modeling, and managing it. It explains how volatility, correlation, VaR, and optimization, which in many courses appear as isolated formulas, are connected here as pieces of a single framework for building more robust portfolios.0min
- VolatilityVolatility is the primary quantitative measure of risk, and standard deviation is a key component. This course teaches how to calculate and interpret standard deviation across various financial assets and what it reveals about portfolio stability, using numerical examples and visualizations to make tangible what a number might seem to conceal.7min
- CovarianceA single asset tells little story; what matters in a portfolio is how it performs relative to others. The calculation of covariance between pairs of assets is explained, as well as the construction of the covariance matrix and why this matrix is the starting point for strategic diversification rather than relying on gut feeling.4min