Important Exam Information: Exam Registration. 0000001886 00000 n consumer rationality / biases), and newer Monetary Policy Tools (e.g. 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. 560 29 Compared to the old syllabus, the new IB Economics curriculum brings in new topics within Behavioural Economics (e.g. Fundamentals principles of technical analysis are incorporated into complete trading strategies during the course. We’ll cover practices in long-only and long/short spaces which will be taught by two 0000000892 00000 n The focus of this course is on financial theory and empirical evidence for making investment decisions. This syllabus describes the policies, procedures, and content of this course. The topics covered in this course can be broadly categorized into five groups: 1. 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. Andrew W. Lo MIT Sloan School of Management Spring 2004 E52-432 15.408 Course Syllabus 253–8318. Course Syllabus. 1. 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. QFI – Quantitative Finance Exam. 0000018312 00000 n Quantitative investment strategies have evolved from back-office black boxes to mainstream investment tools. quantitative easing, bank reserve regulations) for HL Economics students. That's why the emphasis is on teaching current, real-world techniques you can apply with confidence from the moment you learn them. 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$�R�����l��S�+;��VI-�D��ô��a����@�p��b�Z��1Nܕ��3;�E��5�&����� Eb � ��3�6�%��I��n���,��F?�T�"H����RY0R���Nu�Q�D�T�{��H�p�;82G8�8��8������2ԏ�aGr��9D)9p~��m�{�d��=��"�����f/E���)_GƎ94ǹT�x�?x|�˭��n{�:�EN��: �d 2. Guide to Quantitative Investing and Algorithmic Trading. Instructor: Christopher S. Jones Office: Hoffman Hall 723 Telephone: 213-740-9485 Email: christopher.jones@marshall.usc.edu Office hours: Tuesdays from 11:00am-noon, Wednesdays … �%#�~$�ĸ�+�\�͊7�{���*D�@��.�"�P MODULE 1: INDUSTRY OVERVIEW 4 CHAPTER 1 The Investment Industry: A Top-Down View. Quantitative Finance has a high barrier of entry with expertise in quantitative subjects required for a career. h޴�mo�6���}l0d|'%�0��x�6'n�5Ì|Pl�&K��n��[������wG��ё�@!� Prof. Christopher S. Jones Fall 2017. FBE 555: Investment Analysis and Portfolio Management. H�|U�n�0��?��R�/Qd�>��J��F! 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. trailer You will learn how to speak the language of alternative investments, ... • Characterize core quantitative investing strategies • Calculate alpha and beta • Arbitrage trading simulation 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 2. This addition is similar to the A-Level Economics syllabus updated in 2015. %PDF-1.6 %���� 841 0 obj <> endobj 0000007384 00000 n This course is designed to give quantitative students a foothold in this financial world with the advanced, specialist skills that employers are seeking. Both descriptive and quantitative materials on investing are presented. Quantitative Investment Management. 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$"�сa�*I�i@Z�e�Na`�e^��i��X�EL�j�.�\S�#ǒ��q�=�'���%� �^�+L:|s�4�]��'�����4#I ie��*����€4'�)\T�����^%� ^ N: Covers the principles, methods and applications of general accounting, cost accounting and investment ROI. Upon completion of this course the entrepreneurs shall be able: • to describe and to analyze the investment environment, different types of investment vehicles; He has consulted for a quantitative investment firm and a nationally recognized statistical rating organization. 0000009872 00000 n Syllabus: Quantitative Equity Investing . 2. <]>> Propose, test, and implement novel quantitative investing strategies. 0000001245 00000 n Empirical Evidence in the Equity and Equit… 876 0 obj <>stream 0000009165 00000 n 15.408 Quantitative Investment Management (MFin) | Syllabus Covers the fundamentals of modern financial analysis that are essential to any manager, entrepreneur, investor, or other business professional. 0000005403 00000 n Before I joined Sungkyunkwan university in 2015, I practiced quantitative investing over 15 years in Wall street. endstream endobj startxref h�bbd```b``���K@$��=D���A`5��ɴ��&?�ɋ`RD�*``,��s{A$W4X�09l�\0;H�3g`bd`� ����"�?��]_ ݕS 0000018543 00000 n %%EOF 0000002229 00000 n Recommended Introductory Investments texts cover the same basic material. Given the high cost of textbooks, you are not required to purchase a specific book or any book to do well in this course. You will appeal to employers as a skilled professional in investment banking or financial management. �NC�(�����HK�lkWd�eN�m~�t!�ن�鴘�ң[�&�w}�i(e}a��°ѓ3� �� 5� �&�&���� �����H+10��� k �a`Xq"/L���{�@� �J� 3. 0000010607 00000 n As demonstrated in this course, they are also readily accessible to individual traders. endstream endobj 561 0 obj<>/OCGs[563 0 R]>>/PieceInfo<>>>/LastModified(D:20040113215846)/MarkInfo<>>> endobj 563 0 obj<>/PageElement<>>>>> endobj 564 0 obj<>/ProcSet[/PDF/Text]/ExtGState<>/Properties<>>>/StructParents 0>> endobj 565 0 obj<> endobj 566 0 obj<> endobj 567 0 obj<> endobj 568 0 obj<> endobj 569 0 obj<> endobj 570 0 obj<>stream ��Z�Z6z����'�w7'�~���v �2^��tGS��d�%�1�*6�$#�.�_)��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��}� endstream endobj 846 0 obj <>stream Order Study Notes Study notes are part of the required syllabus and are not available electronically but may be purchased through the online store. 0000008506 00000 n 0000009916 00000 n MODULE 2: ETHICS AND REGULATION 6 CHAPTER 2 Ethics and Investment Professionalism CHAPTER 3 Regulation. 0000003598 00000 n startxref 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. → Solid background in basic quantitative skills including algebra and statistics → Compliance with Netiquette statement (Syllabus Folder) B. 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2020 quantitative investing syllabus