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Factor Investing: Concepts and Strategies

1017 Learners
12 Hours
Traditional investment strategies might not be as effective in today's fast-changing financial markets. If you're looking for smarter ways to manage risks and complexity, factor-based methods could be valuable. In this course, you'll explore factors like momentum, quality, value, and size that can make investing less risky, more understandable and tap into consistent sources of alpha. You'll also discover how to blend these factors to craft a stronger strategy.
Level
Intermediate
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹12500/-₹49999/-

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Get for ₹10000 with Course Bundle

  • Skills Covered
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Skills Covered

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Get Certified
    Get Certified

    Get Certified

learning track 7

This course is a part of the Learning Track: Portfolio Management and Position Sizing using Quantitative Methods

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learning track
Portfolio Management and Position Sizing using Quantitative Methods
Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Prerequisites

To start with the course, you need to have a basic understanding of financial markets. You should also be familiar with some basic investment principles, including risk and return, portfolio, and asset allocation. A basic knowledge of Python, including pandas dataframe, matplotlib, and loops for strategy implementations (optional).

After this course you’ll be able to

  • Understand smart beta and list the advantages of factor investing
  • Analyse the key factors such as value, momentum, size, and quality
  • Quantify and evaluate different factors
  • Create factor-based trading strategies
  • Blend multiple factors in a cohesive manner to create portfolios with the potential for improved risk-adjusted returns
  • Implement the factor timing technique

Syllabus

WEBINAR

Factor Investing with Algorithmic Trading

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about author

QuantInsti®
QuantInsti®
QuantInsti is the world's leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications based ecosystem for 10+ years.
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Why quantra®?

  • More in Less Time
    More in Less Time

    Gain more in less time

  • Expert Faculty
    Expert Faculty

    Get taught by practitioners

  • Self-paced
    Self-paced

    Learn at your own pace

  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

learning experience

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Faqs

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