Build a Market Risk Dashboard

USD $165

Description

Let’s build a base cryptocurrency market risk dashboard together. In this webinar, we use historical prices to calculate returns, volatility, and sharpe ratios, and build a process to simulate portfolio performance from historical price volatility. A downloadable Excel spreadsheet is included, so you can engage in the construction process during the webinar presentation.

Duration:

1.5 hours

Audience:

  • Those who want to develop practical skills in asset management.
  • Those who would like to join a digital currency team.
  • Those who want to learn about the fundamentals of setting up market risk measurement infrastructure.

How long do I have to access to this webinar?

You will have access to webinar content for 270 days from enrollment date.

Content

Course Content

Welcome and Introduction by Greg Hajjar
Keynote Remarks by Professor Luis Seco
Allocation, Market Value, and Historical Data (Excel)
Return and Volatility (Conceptual)
Single Cryptocurrency Volatility and VaR (Excel)
Correlation and Portfolio Volatility (Conceptual and Excel)
Directional and Spread Sharpe Ratios (Excel)
Mini Questions and Answers
Market Simulation (Excel)
Base Model Upgrades (Conceptual)

Preview

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