Christopher Quill – Calculating Expected Portfolio Volatility

Christopher Quill – Calculating Expected Portfolio Volatility

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Video length: 35 Minutes

Supplemental to Jason McDonald’s Video Lesson is Chris Quill’s Spreadsheet class that shows viewers how to implement the Small. Mid-Cap strategies outlined by Jason. How to calculate and manage the risk of a portfolio utilising the downloadable Spreadsheet tools. The Spreadsheet that accompanies this Video can be reverse engineered by viewers and is explained in a very logical step by step process.  Mid-Caps to any portfolio there is higher volatility and opportunity to get higher returns. However this also comes with inherent hidden dangers and risks that Retail Traders rarely have an appreciation.

Chris does an excellent job in showing how to account for these risks. He showing the viewer how this works in practice with real numbers. Viewers can download the supplementary spreadsheet to this Video and keep it forever. This is an extremely valuable data resource and can be used to synthesise portfolio opportunity. Risk across the Market Cap spectrum for all Traders and Investors in Equities. Chris also displays how to go and get the real data to populate the sheets so Retail Traders can have this skillset and resource for the rest of their lives.

Christopher Quill joined the Institute as head of Statistics and Research. Known by his colleagues and Traders at the Institute as “Mr Excel,” Chris’ expertise lies in managing Big Data and building then breaking down complex Statistical Models and Spreadsheets that simplify processes so that anyone can understand and use his resources.

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