Portfolio Investing Course With Ron Bertino

Sale page, Archive, Total size: 2.5 GB In the course we’ll cover around a dozen or so pre-made portfolios that you can start off with. Additional portfolios and trading strategy ideas will be added over time, as our community continues to grow and share ideas.Course contentsIntroductionWelcome to the courseStrategic versus tactical asset allocationIntroduction to bondsAsset classesHedge fundsHow data can trick youReturnsGetting historical dataLinear versus log scaleArithmetic and log price returnsCumulative arithmetic and log price returnsConverting arithmetic and log returnsArithmetic and geometric meanWealth indexPerformance chartsMeasuring riskVariance and standard deviationThe portfolio effectSharpe ratio, Sortino ratio, Calmar Ratio, Martin RatioAlpha and BetaCorrelation and R SquaredTreynor Ratio and Information RatioValue-At-Risk and Expected ShortfallFactor modelsCapital Asset Pricing Model (CAPM)Fama French 3 factor modelPermanent portfoliosEqual and Value Weighting portfoliosCalculating portfolio returnsReview of 5 different permanent portfoliosMoving average filtersM.A.F. – single assetM.A.F. – all assets in a portfolioModern Portfolio TheoryIntroduction to MPTCorrelation and the correlation matrixEfficient frontierMinimum variance portfolio and mean-variance efficient portfoliosRebalancingReturn vs risk graphCapital Allocation Line, and margin effect on returnsKelly Criterion – optimal fInverse variance portfolioRisk parity portfolioDual MomentumReview of 6 different dual momentum portfoliosOther portfoliosReview of two Adaptive Allocation portfoliosReview of two Core-Satellite portfolios