Hellow guys, Welcome to my website, and you are watching Quantitative Finance - Taught by Incoming Pros at Citadel & Morgan Stanley - Paragon x Elevate. and this vIdeo is uploaded by Elevate Career Network at 2023-04-30T15:14:17-07:00. We are pramote this video only for entertainment and educational perpose only. So, I hop you like our website.
| Name | Quantitative Finance - Taught by Incoming Pros at Citadel & Morgan Stanley - Paragon x Elevate |
| Video Uploader | Video From Elevate Career Network |
| Upload Date | This Video Uploaded At 30-04-2023 18:14:17 |
| Video Discription | With 200+ live attendees from top firms & universities, watch the full recording of Paragon x Elevate Quantitative Finance for Hedge Fund, Buyside, Asset Management, Investment Banking & Private Equity Careers - by Incoming Pros at Citadel & Morgan Stanley. Gain a deeper understanding of quantitative applications to asset selection and portfolio management, and differentiate yourself for Quant Finance, Investment Banking or Asset Management Career Paths. Modern Portfolio Theory is what Investment Professionals use in Asset Management & at Hedge Funds! Elevate is excited to partner with Paragon National Group - a non-profit educational organization founded at UChicago & UPenn, whose focus is value investing fundamentals, computer / data science & quantitative finance - to deliver this training. To learn more about Paragon, visit their website at: https://www.paragonnational.org/. You can subscribe to Paragon National here: @paragonnationalgroup 0:00 Elevate Overview 1:30 Paragon Overview 4:00 Why Learn Modern Portfolio Theory 5:00 Practical Examples of Modern Portfolio Theory 7:00 Return Notation 9:20 Portfolio Return Statistics 10:20 Correlation & Covariance 13:15 Imperfect Correlation 17:00 Portfolio Variance Decomposition 19:00 Systematic Risk 20:50 Idiosyncratic Risk 22:00 Portfolio Irrelevance of Individual Security Variance 25:20 Mean Variance & Sharpe Ratio 26:38 Risk and Return Tradeoff 28:22 Diversification across 'n' assets: Mean variance frontier 30:30 Efficient Portfolios 32:10 Tangency Portfolio 38:44 Minimum Variance Portfolio 40:05 Intuition of Asset Allocation 42:00 Application to other Asset Classes 45:30 Notation 48:44 With a Riskless Asset 49:40 Mean Excess Returns 50:50 Calculating Mean-Variance Portfolio Weightings 52:40 Two fund Allocation Adjustment 53:45 Problems with Mean Variance 56:45 Mean-Variance Alteration: Diagonalization 58:45 Quant Finance in Python: Live Example #hedgefunds #finance #buyside |
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