Modern Portfolio Theory Explained!

Рет қаралды 79,716

Күн бұрын

Have you ever wondered why people always refer to Risk vs Reward? Find out what Modern Portfolio Theory (MPT) is all about and more importantly why you should care!
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Пікірлер: 65

@BrunoLuke 11 ай бұрын

There are a lot of strategies to make tongue-wetting profit that the average joes don't know. . Personally, the financial-market for me seems the only way forward with my long time horizon (accrued roughly $457k in gains since Mid 2021 ) but if you don’t have that fortune of time it’s a tough market out there almost nowhere feels safe!

@harrisonjamie794 11 ай бұрын

If you’ve got patience I believe it’s a great time to invest… I’m no expert but as Warren buffet said he’s seen this happen a number of times throughout his life

@BrunoLuke 11 ай бұрын

@@harrisonjamie794 I've known I had wanted to start investing for a few months but just haven't been brave enough to start due to the market so far this year. I have $60k I want to transfer into an S&S ISA but it's hard to bite the bullet and do it. $457 is a huge milestone, Please what's your strategy? I will love to have an insight

@harrisonjamie794 11 ай бұрын

@@BrunoLuke I began with a fiduciary portfolio advisor by the name MARTHA ALONSO HARA. She’s verifiable and her works ethics is in accordance with the US investment act of 1940. Her approach is transparent allowing total ownership and control over my portfolio with fees very reasonable in comparison with my investment-income. Also, She covers things like investment insurance, making sure retirement is well funded, Go over tax advantages , ways to have a volatility buffer for investment risk. many things like that.

@BrunoLuke 11 ай бұрын

@@harrisonjamie794 Word of the day: fiduciary. do not talk to anyone who is not a fiduciary to you, who explains everything.

@harrisonjamie794 11 ай бұрын

@@BrunoLuke I just looked up this person out of curiosity; surprisingly, she seems proficient. I thought this was just some overrated BS, I appreciate this.

@quando2302 13 сағат бұрын

really cool seeing this, I'm actually applying this sort of optimisation to a project this summer with the purpose to actually critically analyse the use cases of quadratic optimisation and linear optimisation. This helps to understand the sharpe ratio and I will definitely be exploring it further.

@HenriksHobbyElectronics 2 жыл бұрын

You have a great pedagogical style! 👍 The thing I have wondered about modern portfolio theory for a long time is about the way that the expected returns are estimated. Does this really work in the sense that, do the "optimal" portfolio actually perform better on average compared to a reference portfolio, when looking at actual trading data? Perhaps estimating the expected returns as an average of the historical time series is a too simplified model, what do you think about that? I would love some empirical data on this!

@user-co6eg3ot3c 3 ай бұрын

you have great pedagogical style and u re a good man with sharp vision ... i am new in quant and i think you are worth watching.i hope some day we discuss ideas. keep it up sir and respect from Albania.

@lionelshaneyfelt5607 3 жыл бұрын

Your content is freaking awesome.

@Jenna-iu2lx Жыл бұрын

You explain so well (much better than my professor), thank you so much for this content! ☺

@zuu9986 2 жыл бұрын

I have to log in to hit a subscribe. thank you for giving practical examples. You actually did better my teacher at unimelb

@roofernando3474 Жыл бұрын

Wow this was a really cool video! Thank you for developing that app!

@eduardobautista5195 3 жыл бұрын

Hello! I loved your video. I just started to learn more about algorithmic trading and your video provided amazing information. I am wondering if you have some book recommendations to explore basic financial definitions/concepts like the one you explained here. Cheers!

@QuantPy 3 жыл бұрын

Hi Eduardo, I will make a video on this

@jhan944 3 жыл бұрын

Nice explanation, thanks for sharing

@prakashprasad9218 11 ай бұрын

Loved the video. Although as a complete beginner im having a bit of trouble following this since we havent formally defined return and the timeframes that we are looking at, also if these time windows are overlapping.

@givenmahlangu4720 2 жыл бұрын

why do I know about this channel now!!, subscribed, thanks for the content

@Math4Pears-u2p 3 жыл бұрын

Great Video!

@denisplaj6498 Жыл бұрын

Hiw to come up with an optimal time period of calculation?

@J.a966 2 жыл бұрын

thanks man, really helped me out

@konturgestalter 3 жыл бұрын

your content is genius. thanks

@adnanbakather4384 3 жыл бұрын

Informative tutorial.

@hernanalzate1582 2 ай бұрын

Excellent video, Congrats!!...btw, I could not find the website you refered to at the end of the video. I wonder if you could share the URL or link with us. Thx in advance!

@lingin5596 3 жыл бұрын

Great vid

@jameskah9734 Жыл бұрын

Could you please post a link to the website?

@KuHnSniping 3 жыл бұрын

Great!

@andrewray7695 Жыл бұрын

the data include the TWSE marketing ?

@kevinq6628 2 жыл бұрын

Great content, can you do an american version of your portfolio optimisation tool?

@ernestuxpc 3 жыл бұрын

Hi I am from Perú, my main language is spanish but I can undersant you pretty well because the way you speak.

@QuantPy 3 жыл бұрын

I'm very glad, anything in particular you would like to learn from future videos?

@user-qu2xy8uw8c 24 күн бұрын

Great job

@pulemoloto2037 3 жыл бұрын

Great content! Just discovered your channel... What a gem!! I would like to do this for the companies in my country stock exchange. Are you able to advise on the code?

@QuantPy 3 жыл бұрын

Check out the efficient frontier videos on the channel , should be exactly what you’re looking for.

@pulemoloto2037 3 жыл бұрын

@@QuantPy thanks a lot for the prompt response.Much appreciated . Please keep the content coming we'll refer others to come learn and subscribe 😉

@commonmancrypto1648 2 жыл бұрын

Split your portfolio 4 ways. Own "everything" (Stocks, metals, real estate..even crypto.) Sell out of the money covered calls and reinvest premiums. If contracts from on portion are exercised, reinvest the capital into the other 3. Adjust the ratios to maintain a level portfolio.

@Silvertestrun 2 жыл бұрын

@samkuang3100 3 жыл бұрын

Interesting! I might have to check out that app!

@QuantPy 3 жыл бұрын

asxportfolio.com check it out

@nickdechip177 3 жыл бұрын

Honestly amazing, you have twitter?

@jbs3144 3 жыл бұрын

I coded one up, but for mutual funds. This would help if you extended this functionality.

@QuantPy 3 жыл бұрын

Great suggestion for the tool, really built it more for a demo! Yes, you could grab all the different financial tracers you wanted and apply the same methodology

@abdalla1955 2 жыл бұрын

awesome content ,,how did you manage to incorporate your python coding into HTML and browser , great work .

@QuantPy 2 жыл бұрын

Will do some videos on this. This is more about website building with python. Many options here. I prefer Django as backend and React for front end. Not what I have done here. This is Django + Django app with dash/plotly

@abdalla1955 2 жыл бұрын

@@QuantPy love the tips , i think i can pull it off , thanks mate

@naa9734 2 жыл бұрын

A lot of thanks Jonathon, Also I need same thing , could you please help us as near as possiple . I think ASX interface is propre and intuitive

@dprestons0318 Ай бұрын

Could someone please help me find the website he uses in the video? He says it is free. I am tried a bunch of ways to find it, but I cannot. Does it still exist? Please help

@kinocasinovipfanboy Жыл бұрын

Great video. PS. Love the hairstyle.

@randomdude79404 3 жыл бұрын

Just discovered this brilliant channel , could you do some videos on markov chain algo trading interfaced with metatrader ?

@QuantPy 3 жыл бұрын

Thanks. Will try and build the channel knowledge up first before hacking away at algo trading.

@randomdude79404 3 жыл бұрын

@@QuantPy Thanks , and yes that's understandable looking forward to the new videos.

@hakiri9072 4 ай бұрын

Is it okay to analyze historical data for 5 years if I'm supposed to invest for 3-4 months only?

@IIIIALBYIIII 2 жыл бұрын

Love you videos man!!! Why haven't you got a job at a propierty trading company? I optimise then walk forward, quality ratio of the test to determine the robustness of the strategy.

@QuantPy 2 жыл бұрын

Thanks, I work as an energy trader, and with electricity requiring supply to instantaneously meet demand this makes it one of the most (if not the most) volatile markets in the world.

@IIIIALBYIIII 2 жыл бұрын

@@QuantPy proprietary trading*. That's amazing man just watched all your videos, great content. I also have read the books you have.

@CoachPegasus Жыл бұрын

*** weightings in each asset as to maximize RETURN , while MINIMIZE variance

@alrey72 Жыл бұрын

Hmmm for the individual investor this is too complicated. Even for investment funds, sticking with just VAR and stop loss/take profit levels, i believe, will do unless required by regulators.