UMD BUFN 736 Entire Course
University of Maryland BUFN 736 Quantitative Investment Strategies Entire Course
Provides an introduction to quantitative techniques of selecting equities, as used commonly among long-short equity hedge funds and other quantitative equity asset management companies. Statistical factor models are developed to locate stocks with higher expected returns, based on the observable characteristics of the stocks. Implementation issues, including statistical estimation, backtesting and portfolio construction, are covered, as is performance evaluation.
Note: This entire course includes discussions, assignments, course projects, and exams.