Principles of Quantitative Equity Investing

Education Program

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

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.

Register Today

Course Agenda Overview

    Day 1
    Session 1: Introduction
    Session 2: Developing Investment Objectives
    Session 3: Data Selection and Pitfalls
    Session 4: Selecting Investment Factors
    Session 5: Developing an Investment Hypothesis
    Session 6: Factor Selection and Backtesting
    Day 2
    Session 7: Model Construction
    Session 8: Portfolio Construction
    Session 9: Strategy Simulation and Optimization
    Session 10: Performance Attribution and Risk Analysis

*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.