Workshop 3: Portfolio Theory & Risk Management

​Ever wondered how investors build portfolios that balance risk and return? 👀
This week, we’ll break down how diversification, correlation, and covariance shape smarter investment strategies, and how tools like the Markowitz Mean-Variance Model help quants find the efficient frontier.

​💡 You’ll also learn about key risk measures like VaR, CVaR, and the Sharpe Ratio, and then apply what you’ve learned by using Python to build a 2-asset efficient frontier from scratch!

​📍 Join us to turn theory into action and understand how quants manage risk in the real world.