RupeeCase | Systematic Quantitative Investing Terminal by QC AlphaRupeeCase | Systematic Quantitative Investing Terminal by QC Alpha
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RupeeCase Learn/Path 04/Advanced

Portfolio Construction

Master modern portfolio theory, position sizing, rebalancing, performance measurement, and risk management.

  • 5modules
  • 46 minof reading
  • 30question path test
  • Freewith a certificate
Start at 4.1See the stops

01The line

5 stops, in order.

How to size positions, when to rebalance, how to measure if the portfolio is actually working, and how to keep risk where you intended it.

0of 5 done on this device

  1. 4.1Modern Portfolio Theory, What Actually MattersEfficient frontier, Markowitz, diversification11 min
  2. 4.2Position SizingEqual weight, inverse volatility, Kelly criterion8 min
  3. 4.3Rebalancing StrategiesCalendar, threshold, hybrid, tax-aware9 min
  4. 4.4Performance MeasurementSharpe, Sortino, alpha, attribution9 min
  5. 4.5Risk Management for Systematic PortfoliosDrawdown, sizing, stop losses9 min, path test

02Outcomes

What you will be able to do.

  • 01Build an efficient frontier and understand diversification mathematically
  • 02Apply equal-weight, inverse-volatility, and Kelly position sizing
  • 03Design calendar, threshold, and tax-aware rebalancing rules
  • 04Measure portfolio performance with Sharpe, Sortino, and attribution

03Certificate

Pass the path test.
Keep the proof.

Complete the 5 module quizzes, then take the 30 question path test at the end of Module 4.5. Pass to earn your certificate as a PNG with your name on it.

  1. 1Pass the 5 module quizzes7 of 10 on each, retake any time
  2. 2Take the 30 question path test21 correct to pass, no timer, at the end of module 4.5
  3. 3Get the certificateYour name, the path, the date, an ID and a QR code to verify it; PNG or PDF
Jump to the path test About the certificates

04Questions

About Path 04.

What is portfolio construction?

Portfolio construction is how you combine stocks into one portfolio: how much capital each position gets and when you rebalance. Path 4 covers modern portfolio theory, position sizing, rebalancing, performance measurement and risk management.

How do I choose between equal weight and other position sizing methods?

Module 4.2, Position Sizing, compares equal weight, inverse volatility and the Kelly criterion. Weighting is one of the fixed rules a quantitative index sets in advance, alongside the rebalancing schedule covered in Module 4.3.

What rebalancing methods does Path 4 cover?

Module 4.3 covers calendar, threshold, hybrid and tax-aware rebalancing. Module 4.4 then covers how to measure the result with Sharpe, Sortino, alpha and attribution.

Explore next

Where to go next.

Pillar guidePortfolio Construction11 modules across paths 4, 10 Apply it on RupeeCaseAllcap Multi AssetMulti asset construction, equity, debt, gold. Model, back tested.

Education only, not investment advice. RupeeCase is a technology platform operated by QC Alpha Technologies Pvt Ltd; it is not a fund, a PMS or a SEBI registered investment adviser. Model returns are back tested and not a promise of future returns. Figures carry the date they were checked.