Simulation & Backtesting | CFA Level 2 Portfolio Management

Simulation and backtesting are key topics in CFA Level 2 Portfolio Management, helping investment professionals evaluate strategies before deploying capital. In this video, we explain common investment factors, and the importance of risk management.

In this lesson, you’ll learn:
✅ Common investment factors used in strategy design:
Value
Growth
Quality
Momentum

✅ The role of benchmark portfolios and parity portfolios

✅ Key performance and risk metrics including:
Sharpe ratio
Sortino ratio
Value at Risk (VaR)
Conditional VaR (CVaR)
Maximum Drawdown (MaxDD)

✅ Why strong risk management is essential for long-term capital preservation

This explanation is taken from our CFA Level 2 on-demand course, where portfolio management concepts are taught with practical investment intuition and exam focus.

📚 Gain full access to my CFA Level 1 tuition and revision course at https://www.stoynov.co.uk.

📚 Due to popular demand, we are now also expanding into CFA Level 2. Find the latest uploads on our website.

LinkedIn: https://www.linkedin.com/in/mstoynov/
CFA 1 Newsletter: https://www.stoynov.co.uk/newsletter

#cfalevel2
#cfaprep
#cfacourse

Видео Simulation & Backtesting | CFA Level 2 Portfolio Management канала Martin Stoynov