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