Research methods
Evidence design, thesis construction, source quality, catalysts, contradiction and research maintenance.
TRAINING
How should research, portfolio construction and risk work together?
SRSPrime is developing training frameworks around the mechanics and discipline behind research, portfolio construction, risk, hedging and derivatives.
Audience: investors and finance professionals seeking a more structured investment process.
TRAINING FRAMEWORK
Practical investment-process education under development.
The framework is being organized so topics can stand alone or connect into an end-to-end process covering research, portfolio construction, risk and review.
Portfolio construction
Position sizing, concentration, diversification, correlation, liquidity, opportunity cost and capital allocation.
Exposure & hedging
Delta-adjusted and beta-adjusted exposure, gross/net notionals, hedge effectiveness, leverage, drawdown and scenario analysis.
Options & futures
Calls, puts, covered calls, futures, convexity, path dependency and the distinction between nominal and economic exposure.
TYPICAL MODULE MAP
Training connects research, portfolio construction, risk and derivatives.
ResearchEvidence · thesis · catalysts
PortfolioSizing · exposure · concentration
Investment workflowDecision → implementation → review
RiskDrawdown · hedges · invalidation
DerivativesOptions · futures · notionals
FORMAT
Designed to support modular or process-based training.
The developing format can focus on a single subject or connect research, portfolio construction, implementation, risk and review into one end-to-end framework.
Concepts & mechanics
Investment terminology, market instruments, portfolio mathematics, exposure and derivatives mechanics.
Decision workflow
How to move from research evidence to sizing, implementation, hedge decisions, invalidation and review.
Operating discipline
Research documentation, checklists, decision records, portfolio dashboards and repeatable risk controls.
Training remains a developing SRSPrime capability and will be introduced in general, non-personalized form.