THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) – AllQuant
COURSE OVERVIEW
This flagship program integrates four institutional-grade quantitative strategies—Risk Parity, Trend Following, Volatility Risk Premium, and Sector Rotation—into a unified portfolio management framework constructed entirely in Microsoft Excel. Participants build individual strategy models plus a master multi-strategy allocation engine that dynamically distributes capital, tracks performance, and executes rebalancing based on objective, data-driven rules. The curriculum translates hedge fund-level portfolio construction principles into a single, operable Excel ecosystem requiring approximately ten minutes of daily maintenance.
Core Value Proposition: Master capital allocation across uncorrelated strategies while constructing a live-deployable portfolio management system that automates weight optimization and rebalancing decisions.
LEARNING OBJECTIVES
Upon completion, participants will demonstrate competency in:
Modern Portfolio Theory Extension: Implementing advanced diversification beyond Markowitz mean-variance optimization
Four Quantitative Strategies: Risk parity, trend following, volatility risk premium, and sector rotation mechanics
Capital Allocation: Dynamic weighting based on risk contribution, performance momentum, and correlation stability
Performance Aggregation: Consolidating individual strategy returns into multi-strategy analytics
Rebalancing Logic: Trigger-based rebalancing rules versus calendar-based approaches
VBA Automation: Scripting data updates and weight optimization to minimize manual intervention
Multi-Strategy Dashboard: Real-time tracking of portfolio-level exposure, leverage, and strategy drift
Operational Discipline: Maintaining synchronized updates across five interconnected Excel files
COURSE CONTENT STRUCTURE
Total Duration: Approximately 24 hours across 21 sections
SECTION 1: INTRODUCTION TO PORTFOLIO CONSTRUCTION (30 minutes)
Limitations of single-strategy investing; diversification decay during crises
Multi-strategy architecture: combining negatively and weakly correlated strategies
Capital allocation philosophies: risk budget versus return contribution
SECTION 2: EXCEL CRASH COURSE (60 minutes)
Critical functions: VLOOKUP, INDEX/MATCH, array formulas, logical operators
VBA fundamentals: recording macros, editing code, triggering automation
Multi-file data linking: external cell references and dynamic range naming
Error handling across interconnected workbooks
SECTION 3: FINANCIAL MATHEMATICS (90 minutes)
Covariance matrix construction and rolling correlation estimation
Risk parity mathematics: equalizing marginal risk contributions
Leverage and margin modeling across strategies with different volatilities
Multi-strategy Sharpe ratio: portfolio-level risk-adjusted return aggregation
SECTIONS 4-7: RISK PARITY STRATEGY
Concept (60 min): All-weather portfolio theory, Bridgewater-inspired construction
Model Building (120 min): Calculating asset-class risk budgets, implementing inverse volatility weighting
Operations (30 min): Monthly rebalancing workflow, leverage adjustment protocols
SECTIONS 8-10: TREND-FOLLOWING STRATEGY
Concept (60 min): Time-series momentum, dual moving average crossovers
Model Building (120 min): Signal generation for equity universe, position sizing with volatility targeting
Operations (30 min): Daily signal monitoring, trade execution logic
SECTIONS 11-13: VOLATILITY RISK PREMIUM STRATEGY
Concept (60 min): Shorting VIX futures via ETFs, contango harvesting
Model Building (120 min): VIX percentile-based entries, risk caps, hedge ratio calculation
Operations (30 min): Monitoring term structure, crisis exit triggers
SECTIONS 14-16: SECTOR ROTATION STRATEGY
Concept (60 min): Momentum-based sector selection, risk-on/risk-off filtering
Model Building (120 min): XLY, XLU, XLF universe construction, relative strength ranking
Operations (30 min): Weekly ranking updates, turnover management
SECTION 17: MULTI-STRATEGY INTEGRATION (60 minutes)
Strategy correlation matrix: combining negatively correlated (trend + vol premium) and weakly correlated (risk parity + sector rotator) models
Capital allocation framework: static versus dynamic weighting
Performance attribution: isolating contribution from each strategy layer
SECTION 18: MULTI-STRATEGY IMPLEMENTATION IN EXCEL (180 minutes)
Building master portfolio file: linking four strategy workbooks
VBA automation: macro for simultaneous data refresh across all models
Weight optimization engine: Solver-based allocation with turnover constraints
Cash management: handling unsettled trades and margin requirements
SECTION 19: SETTING UP PERFORMANCE ANALYTICS (90 minutes)
Aggregating returns from four strategies into unified time series
Rolling performance tracking: 3-month, 6-month, 12-month attribution
Correlation monitoring: detecting strategy correlation breakdown
Drawdown analysis: strategy-level versus portfolio-level drawdown
SECTION 20: ADDING STRATEGIES TO PORTFOLIO (60 minutes)
Modular architecture: plugging in fifth strategy (e.g., carry, mean reversion)
Rebalancing frequency calibration: mixing daily, weekly, and monthly models
Tax implications: managing short-term gains from high-turnover strategies
SECTION 21: OPERATIONS (60 minutes)
Daily workflow: 10-minute protocol for updating all models and master portfolio
Signal reconciliation: resolving conflicts between strategy recommendations
Rebalancing execution: generating trade list across strategies
Stress-testing: simulating 2008 and 2020 scenarios on multi-strategy portfolio
DELIVERABLES & RESOURCES
Fully Completed Multi-Strategy Model File: Master Excel workbook integrated with four individual strategy files
All Four Individual Strategy Models: Complete risk parity, trend following, volatility premium, and sector rotation workbooks
VBA Automation Scripts: Pre-written macros for bulk data updates and weight optimization
Guided Build Templates: Section-by-section worksheets with partial completion scaffolding
Practice Exercises: Multi-strategy capital allocation problem sets with solution keys
Performance Analytics Worksheet: Portfolio-level metrics calculator with strategy attribution
Decision Dashboard: Multi-strategy summary interface showing weights, signals, and drift alerts
TARGET AUDIENCE PROFILE
Portfolio managers at family offices and hedge funds constructing diversified strategy allocations
Investment advisors managing ₹1+ crore client portfolios requiring institutional-grade risk management
Sophisticated self-directed investors seeking to combine multiple uncorrelated quantitative strategies
Quantitative analysts building strategy suites for asset management firms
Proprietary traders transitioning from single-strategy to multi-strategy architectures
Individuals seeking quick stock picking tips or discretionary forecasting services
Participants unable to commit to daily 10-minute update discipline across multiple files
Investors without intermediate Excel proficiency (model debugging complexity is high)
Traders requiring real-time intraday signals (strategies operate on daily/weekly frequencies)
PREREQUISITES & TECHNICAL REQUIREMENTS
Advanced portfolio theory: understanding of correlation, covariance, volatility targeting
Multi-strategy intuition: recognizing interaction effects between quantitative models
Derivatives basics: futures, options mechanics (for volatility strategy)
Statistics: rolling correlations, percentile ranks, regression basics
Microsoft Excel 2016 or later with VBA macros enabled
Intermediate Excel: pivot tables, array formulas, dynamic named ranges
Stable internet connection for daily data retrieval across multiple instruments
Ability to manage five interconnected Excel files
Software Provision: All analysis uses free resources; no data vendor subscriptions required
INSTRUCTOR BIOGRAPHIES
ENG GUAN – CO-FOUNDER & LEAD INSTRUCTOR
Quantitative investment practitioner with 15+ years spanning sovereign wealth funds, investment banks, proprietary trading desks, and multi-strategy hedge funds. Most recent role: key Portfolio Manager at a Singapore-based multi-strategy hedge fund, managing cross-asset systematic strategies with direct P&L responsibility. Holds MSc in Financial Engineering specializing in derivatives pricing and optimal execution algorithms.
Pedagogical Edge: Direct hedge fund implementation experience ensures instruction reflects operational realities: transaction cost management, leverage constraints, institutional risk mandates. Sovereign wealth fund background provides long-horizon capital preservation principles essential for multi-strategy longevity.
PATRICK LING – CO-FOUNDER & SENIOR INSTRUCTOR
15+ years comprehensive investment industry experience across private banking (UBS), investment banking (Goldman Sachs), and hedge fund portfolio management. As a key Portfolio Manager at the same Singapore-based multi-strategy hedge fund, he co-managed systematic equity strategies and developed proprietary risk analytics. Holds MSc in Wealth Management integrating quantitative techniques with high-net-worth client portfolio construction.
Pedagogical Edge: Private banking experience translates quantitative concepts into executable processes for non-institutional investors. Hedge fund tenure provides insight into multi-strategy portfolio integration and factor diversification—critical context for preventing over-reliance on any single alpha source.
Joint Credibility: Both instructors maintain parallel practitioner careers, ensuring curriculum evolves with current industry standards rather than academic abstraction.
METHODOLOGICAL APPROACH
The course employs a "build-operate-improve" framework applied across four strategies, culminating in integration. Participants first construct each strategy independently, validate against historical crises, then combine into unified portfolio. Each module includes failure-mode analysis: what happens when risk parity fails (inflation), trend following fails (whipsaw), volatility premium fails (vol spike), and how multi-strategy allocation mitigates these simultaneous breakdowns.
Instruction emphasizes portfolio construction mathematics over individual strategy optimization, teaching participants to think in terms of risk budget allocation rather than return maximization.
Time Commitment: Video instruction totals 24 hours; independent model building requires estimated additional 12-16 hours. Ten-minute daily operation assumes fully constructed, stable ecosystem.
STRATEGY SCOPE & LIMITATIONS
Geographic Application: Explicit models calibrated for U.S. markets (S&P 500, VIX futures, sector SPDRs) to ensure data availability. Mathematical architecture is transferable to Indian markets (Nifty, India VIX, sector indices) where liquid instruments exist.
Capacity Constraints: Four-strategy portfolio requires minimum capital of ₹50 lakh for effective implementation across products with position size constraints. Below this threshold, transaction costs and ETF expense ratios erode edge.
Performance Expectations: Multi-strategy portfolio targets portfolio-level Sharpe ratio of 1.0-1.2 through diversification, not individual strategy excellence. Expect drawdown reduction of 40-50% versus Nifty 50 during crises (2008, 2020 backtests show -25% vs -60%), with annual returns of 10-12% during normal regimes.
Key Limitation: Multi-strategy portfolios still exhibit correlation breakdown during extreme liquidity crises (March 2020). All four strategies can lose money simultaneously for 2-4 weeks; risk management cannot eliminate this entirely.
BOTTOM-LINE ASSESSMENT
This program delivers institutional-grade multi-strategy portfolio construction in Excel, covering the complete workflow from individual strategy development to dynamic capital allocation. The instructors' practitioner credentials provide rare authenticity in teaching strategy interaction effects and correlation instability—concepts typically reserved for institutional training.
Critical Success Factor: This is not a stock picking course. Value derives from learning how to combine mediocrely profitable, uncorrelated strategies into a resilient portfolio whose whole is greater than sum of parts. Participants seeking single-strategy mastery should enroll in individual courses first.
For portfolio managers at single-strategy funds or HNW investors managing diversified accounts, this represents the most complete Excel-based implementation of hedge fund portfolio construction principles available without programming requirements. The primary risk is implementation complexity: maintaining five synchronized files requires organizational discipline that many individual investors lack.
Get THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) or the other courses from the same one of these categories: Asset Allocation, Trading Systems, Probability, Rules-based, All-weather, Volatility, Statistics, Systematic, Investing, Defensive, AllQuant, Trading, Finance, Course, Sector, excel, Trend for free on Download Courses.
Share Course THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING), Free Download THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING), THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) Torrent, THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) Download Free, THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) Discount, THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING) Review, AllQuant – THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING), THE COMPLETE MULTI-STRATEGY INVESTING COURSE (PORTFOLIO DIVERSIFYING), AllQuant.