Skip to content
Simplify Quant | Making Quant Finance Easier
  • Home
  • About

MPT

Home » MPT

Modern Portfolio Theory – MPT

Posted by By Shailendra, FRM, CQF September 15, 2023Posted inPortfolio Construction
MPT - Modern Portfolio Theory (MPT), also known as mean-variance analysis, is a mathematical framework that aims to construct portfolios with maximum expected returns for a given level of risk.…
Read More

Recent Posts

  • Understanding Market Regimes: A Guide to Navigating Stock Market Cycles
  • Importance of Checking for Normal Distribution in Time Series Analysis
  • Understanding Open Interest and Max Pain in Options Trading
  • Dynamic Delta Hedging vs. Static Delta Hedging
  • Trinomial Model

Recent Comments

No comments to show.

Archives

  • October 2024
  • September 2024
  • July 2024
  • June 2024
  • May 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • September 2023
  • August 2023

Categories

  • Data Science for Financial Markets
  • Market Risk
  • Options
  • Portfolio Construction
  • Python Code
  • Quant – General
  • Trading
Copyright 2025 — Simplify Quant | Making Quant Finance Easier. All rights reserved. Sinatra WordPress Theme
Scroll to Top