ETF Analyzer Overview

Learn the basics for analyzing ETF?s:

  •  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, etc.
  •  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

  Step 1: 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

  Step 2: 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

  Step 3: 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) and 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

  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

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

  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