Portfolio Management

Ryan O’Connell, CFA, FRM explains the Sharpe Ratio Vs Treynor Ratio in 4 Minutes.

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Chapters:
0:00 – Sharpe Ratio Definition and Formula
1:18 – Sharpe Ratio Example
2:44 – Treynor Ratio Definition and Formula

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Graph The Efficient Frontier And Capital Allocation Line In Excel by Ryan O’Connell, CFA, FRM

Chapters:
0:00 – Download Historical Data from Yahoo Finance
0:42 – Calculate Returns from Historical Prices
1:08 – Calculate Asset’s Average Return, Standard Deviation, and Covariance
2:18 – Assign Portfolio Weights
2:56 – Calculate Portfolio Expected Return
3:27 – Calculate Portfolio Standard Deviation
5:03 – Calculate Portfolio Sharpe Ratio
5:47 – Graph the Efficient Frontier
6:40 – Graph the Capital Allocation Line (CAL)

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*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

“Calculating the Optimal Portfolio in Excel | Portfolio Optimization” by Ryan O’Connell, CFA FRM. This video is based on the Modern Portfolio Theory (MPT) and the Efficient Frontier.

Chapters:
0:00 – Explanation of Assets
0:36 – Expected Return, Standard Deviation, and Weights
1:50 – Enable Data Analysis Toolpak and Solver Toolpak
2:25 – Get Historical Return Data from Yahoo Finance
3:31 – Create a Covariance Matrix
4:58 – Calculate Portfolio Standard Deviation
5:31 – Calculate Sharpe Ratio
6:39 – Find Optimal Portfolio Using Excel Solver

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💾 *Download Free Excel File Here:* https://ryanoconnellfinance.com/product/optimal-portfolio-calculation-excel-template/

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

ALTERNATIVE TITLES:
Portfolio Optimization Made Easy with Excel
Optimal Portfolio Management: Excel Techniques Revealed
Building Your Ultimate Investment Portfolio in Excel
Excel Your Investments: A Guide to Optimal Portfolio Creation
Smarter Investing: Master Portfolio Optimization in Excel

How I Built A Robo Advisor From Scratch With Python by Ryan O’Connell, CFA, FRM

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0:00 Intro
0:26 Demo of the ETF Robo Advisor
2:59 Explanation of how the Algorithm Works
4:50 Using Python for the Backend
5:44 Using Django as the Web Framework
6:32 The Frontend
7:44 Sourcing the Data
8:33 Choosing AWS as the Web Hosting Provider

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

Ryan O’Connell, CFA, FRM explains topics related to the Capital Asset Pricing Model (CAPM) in the following order:

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Chapters:
0:00 – The Capital Asset Pricing Model (CAPM) Formula
1:25 – Beta Explained
2:41 – Market Risk Premium
2:58 – The CAPM Formula Solved
4:27 – The Security Market Line (SML)

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM discusses the topics related to Systematic Vs Unsystematic Risk in the following manner:

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Chapters:
0:00 – Diversification and Systematic Vs Unsystematic Risk
0:55 – Unsystematic Risk Definition
1:46 – Systematic Risk Definition
2:46 – Graph of Systematic Vs Unsystematic Risk

Systematic Risk is also known as Undiversifiable Risk, and Market Risk.
Unsystematic Risk is also known as Unique Risk, Diversifiable Risk, Company-Specific Risk, and Firm-Specific Risk.

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA explains the Modern Portfolio Theory (MPT) and the Efficient Frontier.

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Chapters:
0:00 – Harry Markowitz and Modern Portfolio Theory
0:29 – Risk Vs Return
1:16 – The Efficient Frontier

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM explains Value at Risk (VaR) in 5 minutes. He explains how VaR can be calculated using mean and standard deviation. This explanation will be useful for CFA and FRM Candidates. He also explains the following three approaches to calculating Value at Risk (VaR).

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Chapters:
0:00 VaR Definition
0:32 VaR Calculation Example
3:00 The Parametric Method (Variance Covariance Method), The Historical Method, and The Monte Carlo Method

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.