UMD BUFN 764 Entire Class
University of Maryland BUFN 764 Quantitative Investment Strategy Entire Class
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 class includes discussions, assignments, course projects, and exams.