Portfolio Optimization and Money Management demos

This is a past event

14 people went

Location visible to members

Details

Note the change in time of 8PM Eastern Standard instead of the usual 7pm. We are in the last step but major one before talking about connectivity to a live trading broker. In my case this will be Oanda but that is another day. I am happy to showcase some very powerful Matlab demo apps I am considering to use for my portfolio optimization and money management components for my upcoming automated trading system. There will be a series of demos (videos exist) that will cover the following topics:

Conditional Value at Risk with calibration, option covered and uncovered calls, mean variance portfolio optimization, slippage probability, and calculate multiple payoffs. https://www.youtube.com/watch?v=-FUyVKvWjVI

Demo with time evolution for max Sharpe, impact of transaction costs on a backtest, etc

https://www.youtube.com/watch?v=z7H24fCNndM

Portfolio demo tool that showcases efficient frontier where each data point generates plots of portfolio allocation, weight, relative performance, value at risk, and key metrics. https://www.youtube.com/watch?v=RgNp1Z8c0O8

CAPM Demo with estimating from missing data

https://www.youtube.com/watch?v=qu_RDdS2tnI This could be a lengthy presentation so it might need to be broken into 2 parts so let me know. Due to the lengthy content, I will not be able to repeat the demos from the Risk Management as originally thought.