Q4: Scott Sanderson Portfolio Optimization: Risk Preferences In, Trades Out

Published: Dec. 12, 2016, 10:41 p.m.

b'When one has a price model that they think will work well for forecasting returns, the next step is to actually trade it. This isn\\u2019t that simple for a variety of reasons. For one thing, you need to define how much risk you\\u2019re okay with taking on in a portfolio, and then try to maximize your returns while staying within those boundaries. This is the foundation of modern portfolio theory\\u2014we\\u2019ll discuss some real life issues with this.\\n --\\n Sponsored by DataCamp.com \\u2013 Wanna learn how to code? Then you best visit DataCamp. They\\u2019ve got a full suite of data science courses that\\u2019ll give you the skill-sets necessary of a quant.\\nLearn more about your ad choices. Visit megaphone.fm/adchoices'