Any good MOOCs on quant finance / portfolio management ? (self.quant)
submitted just now by joebloggs3562
I want to experiment with various portfolio mechanisms for governing a cryptocurrency portfolio.
This will be in preparation for when everything bullish again. I'll also be aiming to build a position on BTC and other cryptos if we fall to around $3.5.
I'd like to experiment with two types of portfolio's: 1. SAA (strategic asset allocation) 2. TAA (tactical asset allocation)
With SAA it would essentially aim to optermise buy and hold by buying everything and then rebalancing based on some threshold, say if coin A exceeds 5% of the original allocation sell and then buy anything that's under 5% of the original allocation. (this is just one mech for SAA I have others, for example comparing a coins performance to the overall performance of the markets)
TAA would be more experimental. What I'm thinking is using some quant strat, let's say mean reversion for the sake of this example. Here the portfolio determines the allocation and re balances based around the output of the signal. Does any one know any good MOOCs that could help me make these? I have a background in engineering not finance. Financial engineering, alpha development, portfolio management etc would be relevant topics I need to refresh my memory on the maths too.
Submitted March 17, 2018 at 11:21PM by joebloggs3562 http://ift.tt/2FR5qqZ
