关于此课程： This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund. In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.
此课程适用人群： This course is primarily aimed at individual investors and money managers who want to gain the skills required to develop their own trading strategies and make money using them
制作方： Indian School of Business
教学方： Ramabhadran Thirumalai, Assistant Professor
Indian School of Business教学方： Prasanna Tantri, Senior Associate Director
Center for Analytical Finance
| 基本信息 | |
| 级别 | 初级 |
| 承诺学习时间 | The estimated workload for this course is 4 to 5 hours per week |
| 语言 | English |
| 如何通过 | 通过所有计分作业以完成课程。 |
| 用户评分 |
授课大纲
第 1 周
Module 1
In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
7 个视频, 3 个阅读材料, 2 个练习测验
- 视频: Types of Market Efficiency
- 视频: Anomalies
- Practice Quiz: Practice Quiz 1
- 视频: Performance measurement 1
- 视频: Performance measurement 2
- 视频: Market timing
- 视频: Performance measurement 3
- Practice Quiz: Practice Quiz 2
- Reading: The Challenge: How To Benchmark Your Investment Portfolio
- Reading: Performance Measurement: The What, Why, and How of the Investment Management Process
- Reading: The 101 ways to measure portfolio performance
已评分: Quiz 1
第 2 周
Module 2
In this module you will lean how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
9 个视频, 1 个阅读材料, 2 个练习测验
- 视频: Style Analysis
- 视频: Performance attribution
- 视频: Mutual fund performance
- Practice Quiz: Practice Quiz -
- 视频: Expected returns and risk
- 视频: Utility theory
- 视频: Investment Choices and Portfolios
- 视频: Capital Allocation
- 视频: Risky portfolios
- Practice Quiz: Practice Quiz
- Reading: Utility theory and Attitude toward Risk
已评分: Quiz 2
第 3 周
Module 3
In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
7 个视频, 4 个阅读材料, 1 个练习测验
- 视频: Two fund separation
- 视频: Diversification revisited
- 视频: Investment opportunity set with two risky assets and a risk-free asset
- 视频: Investment opportunity set with three risky assets and a risk-free asset
- 视频: The optimal allocation between risky and risk-free assets
- 视频: The market portfolio and the capital market line
- Practice Quiz: Practice Quiz
- Reading: The pros' guide to diversification
- Reading: Diversification: How much is too much?
- Reading: The 15-Stock Diversification Myth
- Reading: Does the composition of the market portfolio really matter?
已评分: Weekly assessment 3
第 4 周
Module 4
In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
7 个视频, 1 个阅读材料, 1 个练习测验
- 视频: Benchmarking
- 视频: Reporting
- 视频: Financial Instruments
- 视频: Backtesting
- 视频: How to backtest?
- 视频: Conclusion
- Practice Quiz: Practice Quiz
- Reading: Successful Backtesting of Algorithmic Trading Strategies
已评分: Weekly assessment 4
常见问题解答
运作方式
Coursework
Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.
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Connect with thousands of other learners and debate ideas, discuss course material, and get help mastering concepts.
Certificates
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制作方
Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
价格
| 购买课程 | |
|---|---|
| 访问课程材料 | 可用 |
| 访问评分的材料 | 可用 |
| 收到最终成绩 | 可用 |
| 获得可共享的课程证书 | 可用 |
评分和审阅
Transcript of the video - Mutual Fund Performance is incorrect.
Ticket Number raised is 1433666
Very good course
Looking forward to see exciting course of Text mining.
KS
Very well explained. Can be applied in real life.