ApaLibNET

Advanced Portfolio Analytics Library .NET

 
 
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We are offering free webinars in which we demonstrate how to make full use of ApaLibNET's extensive functionality. A valid license is not a requirement, you find the subscription form at the bottom of this page.

Currently scheduled...

Topic: Simulation Techniques

Date: December 13, 2024

Time: 1-3pm, Zurich, Switzerland time zone

Delivery: Microsoft Teams

Costs: Free

Speaker: Andreas Steiner

Content Outline:

  • Introduction
  • Simulating Portfolio Weights
  • Deriving Efficient Frontiers As Convex Hulls
  • Resampling Data
  • Simulating Markov Regime Switching Processes
  • Simulating Various Price Processes
  • Simulating CPPI Strategies
  • Wealth Simulator for Financial Planning and ALM
  • Discussion & Outlook

 

Past events which will be scheduled again at a later point...

  • November 2024: Contribution and Attributions Functions
  • September 2024: System Functions
  • August 2024: Regression Methods
  • July 2024: Linear Algebra & Matrix Manipulations
  • June 2024: Temporal Aggregation & Disaggregation
  • May 2024: Clustering & Graph Thery
  • April 2024: Imputation - Filling Data Gaps
  • February 2024: Mean-Variance Portfolio Construction
  • January 2024: Probability Distributions
  • December 2023: Correlation Scenario Analysis and Stress Testing
  • November 2023: Conditional Correlations

Upcoming events which will be scheduled at a later point...
  • tba: Return and Performance Calculations
  • tba: Risk & Risk-Adjusted Performance Measurement
  • tba: Specialized Statistical Techniques - Copula Models, SSA (Singular Singluar Spectral Analysis), Hodrick/Prescott Filter
  • tba: Miscellaneous Statistical Techniques - Plotting Cones, CSV Data, Ichimoku Chart, Technical Analysis, Z-Scores, Nelson/Siegel/Svensson Yield Curve, Credit Ratings, Various Statistical Tests

 

If you would like to subscribe to the webinar series, please send us the information below. We will email you meeting links before each event. You can unsubscribe anytime.

When you are a subscriber, it is not necessary to register for new events anymore. You will will sent an invitation by email automatically.