Asset Allocation Webinar: Nov 2023

Asset Allocation Webinar: Nov 2023

Asset Allocation Webinar: Nov 2023

CAPM and Back-testing Metrics:

• Discussion on back-testing metrics

Nifty Sectoral and Strategy Indices:

• Overview of Nifty strategy indices such as Momentum, Alpha, Low Volatility

Step-by-step CAPM Metrics Calculations for Nifty Indices:

• Calculate the historical returns of the Nifty indices.

• Determine the market return, often using a broad market index like Nifty 50.

• Calculate the alpha, beta, Calmar, volatility, and Sharpe ratio of each Nifty index.

Portfolio Allocation Methods:

1. Mean Variance

2. Mahalanobis Distance-Inspired Portfolio Allocation

3. Sectoral Rotation

Creating an ETF Allocation Model

• Attendees will learn how to build their own ETF allocation model and optimize it for their risk-tolerance.

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FAQs related to the Webinar

Q. When is the webinar?

A. 10 am IST on Sunday, 19th November 2023

Q. How long will the webinar be for?

A. At a minimum it will be 4 hours long followed by Q&A, so please come prepared

Q. Will recordings and excel sheets be available?

A. Yes! Recording will be sent to all registered participants within 24 hours of the webinar

Q. What is the last date to register?

A. Last date to register is 18h Nov 2023

Q. I have registered but not received my Zoom link to join

A. Will be sending out Zoom Link to all registered participants latest by 18th Nov 2023

Q. I have more questions, whom should I contact?

A. Simply reply to this email or write a new one to anaida.sultana@watanabe.in, and I will reply to you at the earliest.

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