Principles of Quantitative Equity Investing
*Early registration discount available through
For more information about this course, please contact Julia Gormand via e-mail or at
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.
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.
Prerequisite: Basic knowledge of financial and business analysis and accounting. Zero to five years of experience in the financial services industry.
Duration: 2 days
Course Agenda Overview
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
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.
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