Courses

Quantitative Risk Management

The quantitative frameworks professionals use to measure and control trading risk: volatility estimation, position sizing models, drawdown and risk of ruin, correlation and portfolio exposure, Value at Risk, expected shortfall and stress testing.

Lessons

  1. 01Measuring volatility
  2. 02Position sizing frameworks
  3. 03Drawdowns and risk of ruin
  4. 04Correlation and portfolio exposure
  5. 05Value at Risk, expected shortfall and stress testing
  6. Quiz and certificate (10 questions)