向ivy fund学习portfolio management

向哈佛,耶鲁基金会学习portfolio management读书mindmap。

The Ivy Portfolio shows step-by-step how to track and mimic the investment strategies of the highly successful Harvard and Yale endowments. Using the endowment Policy Portfolios as a guide, the authors illustrate how an investor can develop a strategic asset allocation using an ETF-based investment approach.

The Ivy Portfolio also reveals a novel method for investors to reduce their risk through a tactical asset allocation strategy to protect them from bear markets. The book will also showcase a method to follow the smart money and piggyback the top hedge funds and their stock-picking abilities. With readable, straightforward advice, The Ivy Portfolio will show investors exactly how this can be accomplished—and allow them to achieve an unparalleled level of investment success in the process.

portfolio-management

 

下一步计划:

  1. 按照ivy portfolio策略,选择ETF。
  2. 根据Markovitz modern theory确立各ETF 权重。
  3. 建立回测模型。
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Author: Wei Wu

我曾在一家资产管理公司担任量化研究的工作, 结合自己的金融,数理,IT知识负责期货高频统计套利和股票智能投资顾问股票策略的开发。 我5年前进入金融行业,后到美国进修MBA学位,主攻金融方向,毕业后到Bloomberg工作,工作范围为债券数据分析与处理,同时怀着对量化研究的兴趣,申请了美国顶尖金融工程项目--Baruch College,学习到了扎实的金融工程实践知识。 回国后在某私募基金做量化分析师,参与设计开发量化基金产品所需要的数据库和交易系统,海外ETF股票智能投资顾问。

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