Quantitative Investment Management

3-0-6 units · Graduate

Focuses on implementing successful investment strategies - blending academic finance with the practice of investment management employed by the world's most sophisticated (quantitative) investors. Covers the dynamics of behavioral finance and their effects on markets; investment strategies in current use, and how to build and test your own quantitative strategies; portfolio construction and trading, considering transaction costs, risk management, and efficient trade execution; and current trends and regulatory changes. Includes guest lecturers. Requires an understanding of basic statistical and financial concepts.