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ETF Analyzer

Overview

Learn the basics for analyzing ETFs:

  • Look up and research ETF's based on risk, fundamental, technical and correlational factors
  • Use dynamic charts to visualize risk and technical indicators
  • View market quotes and price changes

Runtime: 2:29

ETF Risk Analyzer

Learn to evaluate ETF’s using traditional and advanced risk measures

  • Realize the value of dynamic risk and risk-reward analytics
  • Identify exceedences (outliers) that may adversely impact performance

Runtime: 6:55

ETF Fundamental Analyzer

Learn to assess ETF’s using fundamental data:

  • Review fundamental data, such as: valuation ratios, Lipper ratings, profitability, sales growth, and financial strength
  • Analyze an ETF by holdings, sector, country, region, market capitalization, and more
  • Inspect the relative value of data using charts and graphs

Runtime: 3:00

ETF Technical Analyzer

Learn to examine ETF’s using technical indicators:

  • View price and momentum trends with static and dynamic charts
  • Use zoom buttons and slide controls to customize a date range
  • Add and modify technical indicators to create additional charts

Runtime: 1:31

ETF Correlation Analyzer

Learn to recognize dependencies between ETF’s

  • Perform an ETF to ETF correlation analysis
  • Observe an ETF’s correlation to major market indices
  • Apply advanced techniques like Copula Dependency and Dynamic Conditional Correlation (DCC) to better understand the real-time relationship between securities

Runtime: 3:05

Strategy Builder

Create an Asset Universe

In step one of building an investment strategy learn how to:

  • Select preferred asset classes to begin identifying ETF’s that support your strategy
  • Use advanced options to refine asset types by corporate structure (i.e. ETF, ETN), leverage and inverse characteristics

Runtime: 1:18

Build an Investment Strategy

In the second step of strategy creation learn how to:

  • Set parameters to evaluate and identify ETF’s that match your investment goals
  • Apply rules that govern results for each parameter
  • Assign boundary values to parameters and view final results in real-time

Runtime: 3:43

Asset Allocation & Optimization

In the final step of building an investment strategy learn how to:

  • Select a desired risk tolerance level, asset allocation algorithm, and rebalance frequency for each investment strategy
  • Optimize specific strategies to generate final investment selections

Runtime: 3:21

Dynamic Portfolio Optimization (DPO)

Developed in 2005, DPO applies the latest in mathematical advancements to traditional allocation models. In this asset allocation video learn:

  • Why DPO is superior at measuring risk & correlation and modeling target returns
  • How DPO dynamically adapts to changes in market conditions

Runtime: 1:02

Fama French Factor (FF)

The FF allocation model (circa 1992). In this asset allocation video learn:

  • How FF improves upon MPT and CAPM by introducing factors believed to improve long-term performance
  • About FF’s improvement factors including: Size (market capitalization), Beta (risk performance), Value (lower P/E, higher dividends)

Runtime: 0:50

Arbitrage Pricing Theory (APT)

APT was introduced in 1986. In this asset allocation video learn:

  • How APT advances MPT and CAPM by introducing macro-economic factors designed to improve a financial asset’s forecasted returns and future performance

Runtime: 0:48

Modern Portfolio Theory (MPT)

MPT was introduced in 1952, and later improved with the Capital Asset Pricing Model (CAPM) in 1961. In this asset allocation video learn:

  • How MPT and CAPM combine risk, return and correlation metrics to enhance risk-adjusted returns

Runtime: 0:47

Equally Weighted (EQW)

EQW is the earliest, most antiquated approach to asset allocation. In this asset allocation video learn:

  • How equally-weighted portfolios distribute an equal monetary allocation to each security within the basket of portfolio holdings

Runtime: 0:39

Rebalancer

Portfolio Rebalancer

Systematically rebalancing a previously optimized portfolio is crucial to success. In the Rebalancer video learn to:

  • Save official rebalance results and identify when the next rebalance is scheduled
  • Find allocation constraint settings and the impact they have on optimization results

Runtime: 2:25

Risk Alerts

Risk Fiduciary Alerts

This educational video describes the basics of portfolio monitoring:

  • How to add alerts that indicate when a security or portfolios risk has exceeded critical levels
  • How to evaluate daily risk using the Portfolio Risk Calculator feature

Runtime: 2:46

Distributions & Risk

Price, Return, & Distribution

This educational video will introduce and discuss:

  • Data inputs and a framework that later expands into more advanced risk topics

Runtime: 4:30

Features of Distribution

This educational video covers the basics of:

  • Shapes of distributions and what it means for risk
  • Volatility, Skewness, and Kurtosis

Runtime: 3:39

Risk Measures Beyond Volatility

This educational video will explore:

  • Ways to measure tail-risk
  • Fat-tail or extreme event risk measurement methods

Runtime: 4:58

Distribution Models

This educational video introduces:

  • Different distribution models used in finance
  • Normal distributions and limitations to these models
  • New models that incorporate extreme fat-tail events

Runtime: 5:02

Fitting Distributions

This educational video will review:

  • Mathematical tools that help identify whether a financial return distribution is well described by a particular distribution model
  • Accuracy of fit measurement

Runtime: 5:46

Dynamic Risk

This educational video highlights:

  • Approaches to understanding how risk changes through time
  • The S&P 500's dynamic risk measurement: VIX
  • Extending dynamic risk measurement(s) beyond the VIX using "GARCH" models

Runtime: 4:24

Risk Reward Measures

This educational video learn will examine:

  • Traditional risk-reward metrics
  • Concepts to formulate new risk metrics that harness dynamic risk

Runtime: 7:03

Dependency Measures

This educational video covers the fundamentals of:

  • Relationship models that extend beyond traditional correlation
  • Different Copula models and which one(s) can model correlations increasing during periods of stress

Runtime: 6:26