Can someone please point me in a better direction to learn portfolio analysis and management?
What should I know and learn if I want to interview for PIMCO’s portfolio analysis group?
I’ve done a lot of reading on duration/convexity/bond trading strategies/delta/gamma, but what are ideas and concepts I’d really need to know?
Is there anything to portfolio analysis on top of MPT and Mean Variance Optimization? What else do I need to delve into for portfolio analysis?
I’m comfy with VBA as well (random note)
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Attribution
like Attribution Analysis?
Sorry this is going to be a naive, but a lot of the portfolio analysis stuff does not seem as complex as duration/convexity/fixed income stuff.
I feel like I am not even aware of how in depth portfolio analysis can go. All I think right now is mean-variance optimization and MPT. The individual investments can obviously be very in depth (i.e. fixed income portfolio sections)
look into risk parity
I don't know how it is at PIMCO, but here the meat and potatoes of what our portfolio analysts do is attribution and risk modeling. To do these things, of course you need to understand basic concepts like duration and convexity.
Can I please PM you to ask a few specific questions perhaps on portfolio analysis? I'd really appreciate it
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