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Quant Investing for Portfolio Managers

324 Learners
15 Hours
Traditional asset managers allocate by sectors, but diversifying by factors can create a more balanced portfolio. Learn to backtest factors like skewness, and apply factor timing and tilting for portfolio adjustments. Evaluate performance using metrics like drawdown, Sharpe ratio, and factor Beta. Understand the limitations of advanced factor investing, including data mining, specification error and crowding. Start with a free preview today.
Level
Intermediate
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹12750/-₹50999/-

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  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Learn Advanced Factor Investing

  • Optimise portfolios using quant techniques
  • Backtest unconventional factors such as skewness for generating alphas
  • Implement different factor timing approaches
  • Apply factor tilting to adjust weights to different factors
  • Evaluate portfolio performance and assess risk through metrics such as returns, Sharpe ratio, drawdowns and factor Beta
  • Limitations of factor investing such as data mining, specification error, crowding
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Skills for Quant Investing

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.

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

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Prerequisites for Quant Investing

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.

Quantitative Investing Course

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

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