Group Theory in Finance
We look at the applications of Group Theory, a form of abstract algebra, in finance. We'll also do an example of a risk parity portfolio.
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V2 Ratio (V2R)
V2 Ratio - Calculation, components, significance, pros, and cons. Also included is Python code implementation.
Calmar Ratio (Calculation, Significance)
We look at the Calmar Ratio, its calculation, significance, and pros and cons. We also do a Python code implementation.
Downside Risk (Types, Measurement, Python Code)
We look at various definitions of downside risk. We look at their measurement and the Python code/structures that can be used to model it.
Semivariance in Trading (Calculation, Application, Python Implementation)
We look at semivariance as a risk management measure. Calculation and formula. Applications. Pros and Cons. Python code implementation.
Tail Value at Risk – TVaR (Formula, Applications, Python Code)
We look at Tail Value at Risk (TVaR), it calculation and formula, applications, and an example of Python implementation.
Discounted Maximum Loss (Worst-Case Risk Measure)
We look at the Discounted Maximum Loss and its value as a risk management tool. Also included is example Python code.
Indifference Price (Reservation Price or Private Valuation)
We look at the concept of the Indifference Price is asset valuation. Where does it apply and when is it most relevant?
Stochastic Dominance in Finance & Trading
We look at what Stochastic Dominance means in the context of financial decision-making. We also look at its variants.