Quant Mthds in Investment Mgmt · Mathematics
Basic Knowledge of Quant method in investment
Basic concepts about investments from a buyside perspective.
- a lot in many subjects such as portfolio theory, tarding signals, factor investing, transaction costs, and many others
Knowledge: portfolio theory, performance measures, trading signals, signal construction and backtesting, portfolio construction and risk management, trading and financing, tax-aware portfolio management Skills: better research, Python implementation, and presentation skills
Quant Investment Skills in Equity Trading
Portfolio Theory Performance Measures Trading Signals Signal Construction and Testing Portfolio Construction and Risk Management Trading and Financing a Strategy practitioner sharing: Tax Aware Portfolio Construction + Machine Learning
Factor analysis, quant investment, and quant portfolio management. The most valuable part of this class I believe is a systematic way to design a strategy and build up a portfolio. It will teach you how to come up with a trade idea at the beginning, and then you will learn how to convert your idea in to a strategy that helps you make money. You will learn how to analyze your factor, and then generate trading signals, and finally build up a portfolio and manage risks. This is a combination of theory and practice. It is not teaching you how to make money directly, but it is teaching you how to come up with a strategy that could potentially make money.
I got the perspective of a practitioner's job in the hedge fund industry and the practical knowledge used to build a long-short equity portfolio
I think this course was the best I enrolled in in the first semester, I think the lectures are interesting and well designed, they are relevant to today's industry and also teach your skills which are useful(which has not been really he case for the core courses of our master)
This is my first elective course on MAFN and I am very impressed 1) It is very useful for students whose career direction is quant or portfolio management. 2) Close links with the industry, rich resources of AQR, good opportunity to network. 3) Lectures are interesting, professional, practical. The theoretical content can be explained very clearly by professor Botter.