Welcome to Quantropy’s documentation!

• Fundamental Analysis
  • Financial Statements
    • Balance Sheet
    • Income Statement
    • Cash Flow Statement
  • Intermediary Metrics
  • Accounting Ratios
    • Liquidity Ratios
    • Activity (Efficiency) Ratios
    • Profitability Ratios
    • Market Ratios
  • Equity Valuation Models
• Technical Analysis
  • Charting Basics
    • Types of Charts
    • Price Action
  • Technical Indicators
  • Chart Patterns
  • Candlestick Patterns
• Asset Pricing Models
  • The Efficient Market Hypothesis
  • Capital Asset Pricing Model
    • The Intuition behind CAPM
    • The Derivation of CAPM
    • Beta: A Proxy of Market Risk
    • The Security Market Line
    • The Capital Allocation Line
  • A Tale of Asset Pricing Models
    • Fama-French Three Factor Model (1992)
    • Carhart Four Factor Model (1997)
    • Pastor-Stambaugh Model (2003)
    • AQR Factors (2013-2014)
    • Fama-French Five Factor Model (2015)
• Investment Paradigms
  • Style Investing
    • Value Investing
    • Growth Investing
    • Quality Investing
    • Momentum Investing
  • Even-Driven Arbitrage
  • Trend vs. Mean Reversion
  • Factor Investing (Smart-Beta)
  • Pairs Trading
• Portfolio Allocation Models
  • Modern Portfolio Theory
    • Markowitz Mean-Variance Framework (1952)
    • Treynor-Black Model (1973)
    • Black-Litterman Model (1990)
  • Post Modern Portfolio Theory (1991)
    • Risk Deviation Measures
    • Value at Risk (VaR)
    • Drawdown Risk
    • Partial Moments Risk
  • Risk Parity (1996)
    • Hierarchical Risk Parity (2016)
  • Universal Portfolio Algorithm (2016)
• Portfolio Backtesting & Deployment Framework
  • Securities Universe
  • Market Timing
  • Portfolio Allocation
  • Other Considerations
    • Historical Simulation
    • Broker Deployment

Indices and tables

• Index

• Module Index

• Search Page