Quantitative Trading Strategies

by IBF (The Institute Of Banking And Finance Singapore) Claim Listing

Technology and big data are changing the way portfolios are managed. It is critical to acquire the skills in using various tools to analyse data that is pertinent to understanding the market and trading.

$7500

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img Duration

39 Hours

Course Details

Technology and big data are changing the way portfolios are managed. It is critical to acquire the skills in using various tools to analyse data that is pertinent to understanding the market and trading. 

This course, taught at Imperial College in London, includes a study visit at the Data Science Institute and aims to provide the knowledge and skill for analysing data to form trading strategies. 

Students will be given a good understanding of the current state of research into the predictability of security returns both over time and in cross-section. 

They will also be shown how this knowledge is used to create the most common quantitative investment strategies with a focus on trend following and smart beta (or alternative risk premia). Future directions of research using Maching Learning and Big Data will also be explored.

 

Course Aims and Learning Outcomes:

  • The first aim of the module is to give students a good understanding of the current state of the research into the predictability of security returns both over time and in cross-section. 
  • The second, and related, aim is to show students how this knowledge is used to create the most common quantitative investment strategies with a focus on trend following and smart beta (or alternative risk premia). We will also look at future directions of research using Machine Learning and Big Data.
  • At the end of this course, the students will:
  • Understand the current research on time-varying risk premiums and alternative risk premia
  • Understand the process in building a quantitative investment strategy
  • Be able to critically evaluate the style and approach of a quantitative fund manager ?
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