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.
Ce cours fait partie de la Spécialisation Trading Strategies in Emerging Markets
Creating a Portfolio
proposé par
Programme du cours : ce que vous apprendrez dans ce cours
Semaine
13 heures pour terminer
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 vidéos (Total 54 min), 3 lectures, 3 quiz
7 vidéos
Market Efficiency8 min
Types of Market Efficiency10 min
Anomalies7 min
Performance measurement 19 min
Performance measurement 28 min
Market timing3 min
Performance measurement 36 min
3 lectures
The Challenge: How To Benchmark Your Investment Portfolio15 min
Performance Measurement: The What, Why, and How of the Investment Management Process15 min
The 101 ways to measure portfolio performance15 min
3 exercices pour s'entraîner
Practice Quiz 121 min
Practice Quiz 212 min
Quiz 130 min
Semaine
22 heures pour terminer
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 vidéos (Total 64 min), 1 lecture, 3 quiz
9 vidéos
Timing measurement4 min
Style Analysis11 min
Performance attribution6 min
Mutual fund performance9 min
Expected returns and risk6 min
Utility theory5 min
Investment Choices and Portfolios5 min
Capital Allocation6 min
Risky portfolios6 min
1 lecture
Utility theory and Attitude toward Risk20 min
3 exercices pour s'entraîner
Practice Quiz -15 min
Practice Quiz3 min
Quiz 230 min
Semaine
32 heures pour terminer
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 vidéos (Total 39 min), 4 lectures, 2 quiz
7 vidéos
Two fund separation6 min
Diversification revisited4 min
Investment opportunity set with two risky assets and a risk-free asset6 min
Investment opportunity set with three risky assets and a risk-free asset6 min
The optimal allocation between risky and risk-free assets3 min
The market portfolio and the capital market line5 min
4 lectures
The pros' guide to diversification15 min
Diversification: How much is too much?15 min
The 15-Stock Diversification Myth15 min
Does the composition of the market portfolio really matter?15 min
2 exercices pour s'entraîner
Practice Quiz9 min
Weekly assessment 330 min
Semaine
42 heures pour terminer
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 vidéos (Total 62 min), 1 lecture, 2 quiz
7 vidéos
Benchmarking12 min
Reporting3 min
Financial Instruments10 min
Backtesting5 min
How to backtest?13 min
Conclusion7 min
1 lecture
Successful Backtesting of Algorithmic Trading Strategies20 min
2 exercices pour s'entraîner
Practice Quiz27 min
Weekly assessment 430 min
4.5
13 avis50%
a bénéficié d'un avantage concret dans sa carrière grâce à ce cours
Meilleurs avis
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
Enseignants
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
Prasanna Tantri
Senior Associate DirectorCenter for Analytical Finance
À propos de 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.
À propos de la Spécialisation Trading Strategies in Emerging Markets
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
Foire Aux Questions
Quand aurai-je accès aux vidéos de cours et aux devoirs ?
Une fois que vous êtes inscrit(e) pour un Certificat, vous pouvez accéder à toutes les vidéos de cours, et à tous les quiz et exercices de programmation (le cas échéant). Vous pouvez soumettre des devoirs à examiner par vos pairs et en examiner vous-même uniquement après le début de votre session. Si vous préférez explorer le cours sans l'acheter, vous ne serez peut-être pas en mesure d'accéder à certains devoirs.
À quoi ai-je droit si je m'abonne à cette Spécialisation ?
Lorsque vous vous inscrivez au cours, vous bénéficiez d'un accès à tous les cours de la Spécialisation, et vous obtenez un Certificat lorsque vous avez réussi. Votre Certificat électronique est alors ajouté à votre page Accomplissements. À partir de cette page, vous pouvez imprimer votre Certificat ou l'ajouter à votre profil LinkedIn. Si vous souhaitez seulement lire et visualiser le contenu du cours, vous pouvez accéder gratuitement au cours en tant qu'auditeur libre.
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