Principles of Quantitative Equity Investing

Education Program

Course Information

View our global 2012 Full Program Schedule

*Early registration discount available through
21 September, 2012

For more information about this course, please contact Julia Gormand via e-mail or at
+65 6239 6358

Discounts available for team registrations, registration for two or more courses, alumni, S&P Capital IQ clients, and CFA Society members. Click here for more details.

As a participant in the CFA Institute Approved-Provider Program, S&P Capital IQ has determined that this program qualifies for CE credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary. Please note the specific credit assigned to the completed course.

Available Courses:
11-12 October, 2012
Sydney, Australia

CFA CE Credits: 15

Course Overview: This course enables participants to develop investment processes that can cost-effectively deliver superior alpha. We cover techniques for screening and back-testing, building multi-factor models, constructing optimized portfolios and, finally, decomposing risk and return using performance attribution.
To maximize learning, there are a number of exercises and group case studies which simulate real-world scenarios.

Course Objectives
This course will help participants to be able to:

Set investment objectives and construct a universe for security selection
Develop an investment hypothesis and construct a model to reflect this concept
Refine the model for security selection by reviewing investment variables
Construct a portfolio, by setting constraints and optimizing the portfolio
Be able to conceptualize the entire quantitative investment process

Audience:
Program level: Beginner to Intermediate
Target audience: Professionals from Portfolio Management, Sales and Trading, Risk Management, and Performance Reporting

Prerequisite: Basic knowledge of financial and business analysis and accounting. Zero to five years of experience in the financial services industry.

Duration: 2 days
Price: $2,350 + GST ($1,850 + GST if you register through 21 September, 2012).
Discounts:To view our Cancellation, Transfer and Discount policy please click here.

Pre-course work: To get the maximum benefits from this custom learning program, you will be required to complete pre-course reading from our equity risk professionals.

Course Agenda Overview

Day 1

Session 1:

Session 2:

Session 3:

Session 4:

Session 5:

Session 6:

Day 2

Session 7:

Session 8:

Session 9:

Session 10:

*Early registration discount available through 21 September, 2012

If you have any questions about this course, please send an e-mail or call +65 6239 6358.

Please Note: Course agenda is subject to change without notice. The course curriculum does not cover the ratings criteria, methodologies, or applications of Standard & Poor’s Ratings Services.

The credit-related analyses, including ratings, of Standard & Poor's and its affiliates are statements of opinion as of the date they are expressed and not statements of fact or recommendations to purchase, hold, or sell any securities or to make any investment decisions. Ratings, credit-related analyses, data, models, software and output therefrom should not be relied on when making any investment decision. Standard & Poor's opinions and analyses do not address the suitability of any security. Standard & Poor's does not act as a fiduciary or an investment advisor.

STANDARD & POOR'S and S&P are registered trademarks of Standard & Poor's Financial Services LLC. Capital IQ is a registered trademark of Capital IQ, Inc.