Risk Management in Quant Investing
This paper explores numerous techniques investors use to mitigate risk using a variety of order types, models, and strategies. The paper’s primary emphasis is on traditional models including the Kelly Criterion Model, Modern Portfolio Theory, and the Capital Asset Pricing Model, and I compare their shortcomings to adjusted/extended versions of these models. By evaluating and comparing these shortcomings to adjusted counterparts, we can uncover the differences, effects, and significance of using certain models with risk management. This paper equips readers with a comprehensive understanding of advanced risk management techniques for both new and seasoned investors seeking to protect their portfolios from risk.
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