Description:

This course provides an in-depth understanding of a quantitative investment strategy and its application in financial markets. It is a factor based investing strategy, where stocks are selected based on volatility and momentum. Any strategy that can generate alpha with the least volatility will be suitable for all kinds of investors as it follows a passive investing style with minimal analysis or framework. However, single factor-based strategies like only based on momentum typically exhibit cyclicity and may underperform during certain market phases. By using multiple factors, both momentum and volatility, we are able to avoid large drawdowns and longer underwater periods.

What you will learn:

• The strategy picks up one best stock every year, invests in it and rebalances the portfolio after a 1-year period. It has been tested with 13 years of historical data.
• Develop a solid foundation in quantitative investment strategy, including backtesting, logic and screening stocks.
• Understand how to collect, clean, and analyze financial data to identify and generate investment ideas.