About this course: 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.
Who is this class for: 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
Taught by: Ramabhadran Thirumalai, Assistant Professor
Indian School of Business
Taught by: Prasanna Tantri, Senior Associate Director
Center for Analytical Finance
| Basic Info | Course 4 of 5 in the Trading Strategies in Emerging Markets Specialization |
| Level | Beginner |
| Commitment | The estimated workload for this course is 4 to 5 hours per week |
| Language | English |
| How To Pass | Pass all graded assignments to complete the course. |
| User Ratings |
- Video: Market Efficiency
- Video: Types of Market Efficiency
- Video: Anomalies
- Practice Quiz: Practice Quiz 1
- Video: Performance measurement 1
- Video: Performance measurement 2
- Video: Market timing
- Video: 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
- Video: Timing measurement
- Video: Style Analysis
- Video: Performance attribution
- Video: Mutual fund performance
- Practice Quiz: Practice Quiz -
- Video: Expected returns and risk
- Video: Utility theory
- Video: Investment Choices and Portfolios
- Video: Capital Allocation
- Video: Risky portfolios
- Practice Quiz: Practice Quiz
- Reading: Utility theory and Attitude toward Risk
- Video: Diversification and efficient frontier
- Video: Two fund separation
- Video: Diversification revisited
- Video: Investment opportunity set with two risky assets and a risk-free asset
- Video: Investment opportunity set with three risky assets and a risk-free asset
- Video: The optimal allocation between risky and risk-free assets
- Video: 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?
- Video: Strategies based on Text Mining
- Video: Benchmarking
- Video: Reporting
- Video: Financial Instruments
- Video: Backtesting
- Video: How to backtest?
- Video: Conclusion
- Practice Quiz: Practice Quiz
- Reading: Successful Backtesting of Algorithmic Trading Strategies
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| Purchase Course | Audit | |
|---|---|---|
| Access to course materials | Available | Available |
| Access to graded materials | Available | Not available |
| Receive a final grade | Available | Not available |
| Earn a shareable Course Certificate | Available | Not available |
I've picked plenty of knowledge with these series of courses. Thank you very much for this well explained concepts
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
I liked the course, but I feel the more complex formulas presented in week 2 and week 3 could have had more practical examples.
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Looking forward to see exciting course of Text mining.