We hope to bridge the gap between industry expectations and the student’s possible career choices by exposing them to a basic understanding of quantitative finance. Candidates may register online or with an application. Prof. Christopher S. Jones Fall 2017. 4. investment decisions and deals with modern investment theoretical concepts and instruments. I am an assistant professor at Sungkyunkwan University, here in Seoul Korea. �%#�~$�ĸ�+�\�͊7�{���*D�@��.�"�P 0000002762 00000 n 2. 0000006099 00000 n �NC�(�����HK�lkWd�eN�m~�t!�ن�鴘�ң[�&�w}�i(e}a��°ѓ3� �� 5� �&�&���� �����H+10��� k �a`Xq"/L���{�@� �J� FBE 555: Investment Analysis and Portfolio Management. ��j_W��)m�)�糌��,�6���|OT�=�z�Q5|�C���l��g`e?�rsx�;�km^S�r�,X��e�'����A+y�>~]�l����p}` ��� Given the high cost of textbooks, you are not required to purchase a specific book or any book to do well in this course. H���]k�0�� ��r�Nѷ-(���QX`#���Fu�XÑ��4t�~��5�Ҳ�������g���r6���WW׷7�aXg,d������2��%�*�cL¶��/�}8 e��wx*[ 4�8.y�I$�R�����l��S�+;��VI-�D��ô��a����@�p��b�Z��1Nܕ��3;�E��5�&����� Eb � ��3�6�%��I��n���,��F?�T�"H����RY0R���Nu�Q�D�T�{��H�p�;82G8�8��8������2ԏ�aGr��9D)9p~��m�{�d��=��"�����f/E���)_GƎ94ǹT�x�?x|�˭��n{�:�EN��: �d 0000018312 00000 n QFI – Quantitative Finance Exam. You will appeal to employers as a skilled professional in investment banking or financial management. 0 Financial Theories This includes portfolio theory, the capital asset pricing model and the arbitrage pricing theory, all of which have become an integrated part of the decision-making in investments. Welcome to the Quantitative Finance and Investment Advanced Exam home page! endstream endobj 846 0 obj <>stream Fundamentals principles of technical analysis are incorporated into complete trading strategies during the course. 0000001436 00000 n endstream endobj 561 0 obj<>/OCGs[563 0 R]>>/PieceInfo<>>>/LastModified(D:20040113215846)/MarkInfo<>>> endobj 563 0 obj<>/PageElement<>>>>> endobj 564 0 obj<>/ProcSet[/PDF/Text]/ExtGState<>/Properties<>>>/StructParents 0>> endobj 565 0 obj<> endobj 566 0 obj<> endobj 567 0 obj<> endobj 568 0 obj<> endobj 569 0 obj<> endobj 570 0 obj<>stream %%EOF Compared to the old syllabus, the new IB Economics curriculum brings in new topics within Behavioural Economics (e.g. The topics covered in this course can be broadly categorized into five groups: 1. startxref Perform the statistical analysis and computer programming necessary for estimating models of security prices. 0000001245 00000 n 0000000892 00000 n Through units in economics, machine learning, and quantitative investing, students will learn the necessary skills to be … This course is designed to give quantitative students a foothold in this financial world with the advanced, specialist skills that employers are seeking. Overview: This course will give comprehensive review of quantitative equity investing. MODULE 1: INDUSTRY OVERVIEW 4 CHAPTER 1 The Investment Industry: A Top-Down View. 0000018543 00000 n The focus of this course is on the financial theory and empirical evidence that are useful for investment decisions. 562 0 obj<>stream 0000010607 00000 n 1. 0000003352 00000 n Development of the three key financial reports and their interrelations, cost identification, product costing, inventory control, oper ational performance, and investment return calculations are also covered. Quantitative Methods Edinburgh Business School vii 6.8 What Sample Size? Please review all of the information and links provided below. MODULE 3: INPUTS AND TOOLS 8 CHAPTER 4 Microeconomics CHAPTER 5 Macroeconomics CHAPTER 6 Economics of International Trade CHAPTER 7 Financial Statements CHAPTER 8 Quantitative Concepts. 2. xref 841 0 obj <> endobj 0000008878 00000 n Alternative Investments Syllabus ... and strategies to assess potential investment opportunities in private equity, private debt, hedge funds, and real estate. 0000011236 00000 n �_ܝdQ�C:��~)�z����_LF 灴W"y�;�mP��66 m��O���͗_5����=g�Óq��?�t�&�����!������ �� ��E������HM��n�.�lx��r����k[•�n�u��=��-h���ta��$L�#����p\eE��җ�v$��͔�6�#�N��=�v�4Ҵ� Before I joined Sungkyunkwan university in 2015, I practiced quantitative investing over 15 years in Wall street. Propose, test, and implement novel quantitative investing strategies. Through real-time access to our Bloomberg Terminals you will learn to utilise data to analyse financial instruments that will underpin your investment decisions. The course offers a simple but effective introduction to quantitative portfolio management by providing the fundamental concepts of capital allocation, factor investing, and performance analysis; specifically, the theory is followed by Python code that clearly implements the explained concepts. It will give what is mentioned in syllabus- to introduce up to intermediate level concepts. The focus of this course is on financial theory and empirical evidence for making investment decisions. 0000003838 00000 n 876 0 obj <>stream 0000001745 00000 n → Solid background in basic quantitative skills including algebra and statistics → Compliance with Netiquette statement (Syllabus Folder) B. 560 0 obj<> endobj PRELIMINARY COURSE SYLLABUS Course Title: Value Investing: An Introduction Course Code: BUS 123 W Instructor Name: Kenneth Jeffrey Marshall Grade Options and Requirements: No Grade Requested (NGR): Please follow the online curriculum. This program moves from an introduction of the fundamentals of investing to an overview of capital markets, then quickly to the mechanisms of active management and advanced analytical theory for stock selection. H��T�O�0�W�~�c;�)!$J��IH0"���!��t� +a�����H�`[+�g��|���. Recommended Introductory Investments texts cover the same basic material. 0000007384 00000 n Quantitative Finance has a high barrier of entry with expertise in quantitative subjects required for a career. 0000000016 00000 n Also, students gain hands-on experience with optimization, data analysis, and other quantitative techniques by completing the five group assignments. h�b```���9� ��ea��8���|�if��p�hK��w|}��zwc�˥�3w�ne�}4�7�U4s��e�Kug�����kځ��k�K ��i�����``6��h`h``r�� rCA\� �Q$"�сa�*I�i@Z�e�Na`�e^��i��X�EL�j�.�\S�#ǒ��q�=�'���%� �^�+L:|s�4�]��'�����4#I ie��*����€4'�)\T�����^%� ^ N: Maggie Copeland Ph.D. Jane Zhao Ph.D. ( jane.zhao@nyu.edu ) Classroom: Rogers Hall Room 503 . Empirical Evidence in the Equity and Equit… H�|U�n�0��?��R�/Qd�>��J��F! 0000003915 00000 n Andrew W. Lo MIT Sloan School of Management Spring 2004 E52-432 15.408 Course Syllabus 253–8318. 0000001886 00000 n Quantitative Investment Management. ]���~}W�����A45���ݥ6�y��IH��Çn-JFp�-��oO��@|�� o�k�n����S����;�v���Z���I�a�s�ף1�|�%�4CL��� �a�8�Pk�BXC`��� �pT�'0˙vZQX�@��L����KT�emk�$�ۻ�ʩ�G%[&����,\b�G�н�����FmsB�O/yz]*qb7|��ZɄ�Z�+��s�O~�}L>uW�ѧ���. The rapid growth in financial technology over the past three decades, and the parallel growth in computational power and the Internet as a distribution channel, has had profound implications for financial investments. Syllabus: Quantitative Equity Investing . 863 0 obj <>/Filter/FlateDecode/ID[]/Index[841 36]/Info 840 0 R/Length 109/Prev 246558/Root 842 0 R/Size 877/Type/XRef/W[1 3 1]>>stream That's why the emphasis is on teaching current, real-world techniques you can apply with confidence from the moment you learn them. 0000008656 00000 n Syllabus overview This module has been designed to further develop the quantitative skills of participants as well as to develop new skills in the application of mathematical and statistical techniques to the contexts of finance and investment. 0000009916 00000 n Course Description. Guide to Quantitative Investing and Algorithmic Trading. 0000008506 00000 n endstream endobj 571 0 obj<>stream Describe the most common strategies used in quantitative investing. Please read it. Important Exam Information: Exam Registration. 0000008373 00000 n 0000003598 00000 n x�b```b``-``e`�,b�c@ >�+� ���)��i 3���* T*t&̑s���������?��8�a�g���`�‚;�]�aӤqc3SN�;�a�а�F��!�i [ Hi, my name is Youngju Nielsen. endstream endobj 842 0 obj <>/Metadata 45 0 R/OpenAction 843 0 R/Outlines 69 0 R/Pages 839 0 R/StructTreeRoot 77 0 R/Type/Catalog>> endobj 843 0 obj <> endobj 844 0 obj <>/ExtGState<>/Font<>/ProcSet[/PDF/Text/ImageC]/XObject<>>>/Rotate 0/StructParents 0/Tabs/S/Type/Page>> endobj 845 0 obj <>stream endstream endobj 588 0 obj<>/W[1 1 1]/Type/XRef/Index[39 521]>>stream 0000002229 00000 n trailer x�bb�a`b``Ń3� ���ţ�1�x0�@� c� J Course Syllabus. Spring 2020/Fall 2020. Quantitative investment strategies have evolved from back-office black boxes to mainstream investment tools. ��Z�Z6z����'�w7'�~���v �2^��tGS��d�%�1�*6�$#�.�_)��Ԗ���v��|�d:N��5�d��ђ�/�o�*�,Y$~\��u:.~��y�K�5�'��6]=T�'L�q2̒U �uߨ�+�����K��y�0Y���w�$K�7�YХ��S�:�U��d��v��������V��f�Nuj���Q���n��,P2���#D4�ӹ��7�cUl���T�6~���:�v�r��ݼL���tSV��d�L�)�����Ϥva��}� Because of COVID-19, this syllabus is tentative FBE-551: QUANTITATIVE INVESTING Fall 2020 3.0 units MW 11:00 a.m. - 12:20 p.m. Instructor: Christopher S. Jones Office hours (online): This addition is similar to the A-Level Economics syllabus updated in 2015. He has consulted for a quantitative investment firm and a nationally recognized statistical rating organization. You will need to practice a lot to reach expert level in any subject, what to say of Algo Trading. Contact Information. As demonstrated in this course, they are also readily accessible to individual traders. return (IRR) of an investment; b contrast the NPV rule to the IRR rule, and identify problems associated with the IRR rule; c calculate and interpret a holding period return (total return); d calculate and compare the money-weighted and time-weighted rates of return of a portfolio and evaluate the performance of portfolios based on these measures; Syllabus. Course Description. h޴�mo�6���}l0d|'%�0��x�6'n�5Ì|Pl�&K��n��[������wG��ё�@!� Class Time: 6-8:30 pm, Every Wed . 0000009872 00000 n Our Finance and Investment MSc will help to enhance your global career opportunities. h�bbd```b``���K@$��=D���A`5��ɴ��&?�ɋ`RD�*``,��s{A$W4X�09l�\0;H�3g`bd`� ����"�?��]_ ݕS Topics include valuation, risk analysis, personal and corporate investment decisions, and an introduction to security analysis and asset management. %PDF-1.6 %���� Finally, we also touch on various ad-hoc topics, extensively debated in the quantitative asset management industry, such as Trend following, Socially responsible investing. A good part of the course is dedicated to factor investing, where we review the basic papers of risk premia and their most recent applications. 0000005403 00000 n endstream endobj startxref SYLLABUS OVERVIEW. 2. consumer rationality / biases), and newer Monetary Policy Tools (e.g. They are designed to utilize the best minds in the business and the … Quantitative strategies are popular among hedge funds and institutional investors. Syllabus from past quarter: Quantitative investing pays attention to the numbers to remove investor’s emotion in investment process. 15.408 Quantitative Investment Management (MFin) | Syllabus Covers the fundamentals of modern financial analysis that are essential to any manager, entrepreneur, investor, or other business professional. 3. We’ll cover practices in long-only and long/short spaces which will be taught by two 0000009165 00000 n CONTENTS. Upon completion of this course the entrepreneurs shall be able: • to describe and to analyze the investment environment, different types of investment vehicles; Both descriptive and quantitative materials on investing are presented. 0000007640 00000 n <]>> $y�����tm��[��u��} ���:�*��MU;���3�'�B����æ5���K�]��햃Q�����}Q�p��h�luӘ�DA�7�E�1Z�==���9{�n�>(�:�zTBN��(ET(%L�IoZgz�hXڮo��.����s���:�W�c�/�3��y��|�1��֯�.��Ig� ��Pyz����Z+ߞ�Ď�N� W[P��b�e3TH.Ӵ��:��*u������tL���І�V1)��M�U��0*��� ��~ Order Study Notes Study notes are part of the required syllabus and are not available electronically but may be purchased through the online store. 560 29 0000006862 00000 n quantitative easing, bank reserve regulations) for HL Economics students. Course Description: The course describes quantitative investment strategies used by active traders and provides a methodology to analyze them. 6/13 6.9 Concluding Remarks 6/14 Review Questions 6/15 Case Study 6.1: Business School Alumni 6/17 Case Study 6.2: Clearing Bank 6/18 PART 3 STATISTICAL METHODS Module 7 Distributions 7/1 7.1 Introduction 7/1 7.2 Observed Distributions 7/2 7.3 Probability Concepts 7/8 Covers the principles, methods and applications of general accounting, cost accounting and investment ROI. Instructor: Christopher S. Jones Office: Hoffman Hall 723 Telephone: 213-740-9485 Email: christopher.jones@marshall.usc.edu Office hours: Tuesdays from 11:00am-noon, Wednesdays … This syllabus describes the policies, procedures, and content of this course. %PDF-1.4 %���� Description. Spring 2020 QFI – Quantitative Finance Exam Syllabi. Large investment banks such as HSBC and Barclays need people who can work on investment strategies and who can mathematically deduce how risky they are. ��*��f�_y��,��l�ꡜsǡ�+�B�t�(j���2���wE U\��[-5h�A1Q Quantitative Finance and Investment Advanced is a five-hour written-answer exam that is offered in the spring and fall of each year. Please consider the … �Pj`Q�� ��*QƠ���P��Fɀ��"�8�q|����Q�e���{2�#�6�S�>�mgdp���|Q,�|����pP,�~7�y�f?ܸbo�?��0�wp.�͖���әG�:5D, The Certificate in Quantitative Finance (CQF) is designed to transform your career by equipping you with the specialist quant skills essential to success. MODULE 2: ETHICS AND REGULATION 6 CHAPTER 2 Ethics and Investment Professionalism CHAPTER 3 Regulation. 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