Public Markets
Quant Funds
Systematic investing, end to end.
Overview
A practitioner's tour of systematic investing, from finding sources of alpha to building, testing and running a strategy. We cover signal construction, data, statistical arbitrage and factor models, backtesting and risk.
Who it's for: Quantitative analysts, data-driven investors, and technical finance professionals.
What you'll cover
- Sources of alpha and signal construction
- Data modelling, cleaning and alternative data
- Statistical arbitrage and mean-reversion strategies
- Factor models and risk decomposition
- Backtesting, out-of-sample testing and avoiding overfitting
- Portfolio construction, optimisation and risk management
- Execution, turnover and transaction costs
What delegates can do afterwards
- Construct and test an alpha signal from raw data through to portfolio
- Design a disciplined backtest with out-of-sample validation and overfitting controls
- Apply factor models to decompose return and risk
- Build a risk-managed portfolio with sensible optimisation and cost assumptions
Discuss a programme
Tell us who the programme is for, roughly how many delegates, and what they need to be able to do afterwards. We will come back with a proposed structure and outline.