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Portfolio Optimisation for Hedge Funds Fee: £1,500 + VAT
London
Sound analysis of hedge fund returns data using industry proven portfolio optimisation techniques and tools is paramount to successful hedge fund management. A thorough understanding of key statistical measures, performance metrics and risk management models is of extreme importance. As well as developing and implementing methods for modelling and optimising hedge fund risk management models.
Working knowledge of the hedge fund industry and the main alternative investment strategies is an essential prerequisite since such topics will not be covered during the course.
This course requires that you bring a lap-top computer for the interactive workshop sessions.
  
17 - 18 April 2018 London, Liverpool Street
 
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Course Director(s)
Paul Darbyshire
 
Guest Speaker(s)
None required
 
What You Will Learn Is This Course Right For You?  
This two day intensive course is designed for hedge fund managers, risk professionals and investment analysts who are looking to gain a key understanding of the risk management models and processes using hedge fund returns data.
Throughout the course MATLAB-based workshops will provide an excellent opportunity to get hands-on experience of building standard risk management models, developing hedge fund risk optimisation problems, and understanding how to decompose portfolio risk into various components. No prior knowledge of MATLAB is required.


Please remember to bring your lap-top computer with you

DAY 1
➢ Develop and implement models in MATLAB
➢ Understand key statistical measures
➢ Develop and apply robust portfolio optimisation tools and techniques

DAY 2
➢ Understand the developments in market risk management models for hedge funds
➢ Develop and implement portfolio optimisation models for VaR and MVaR
➢ Understand and analyse the models associated with the decomposition of portfolio risk

 
Course Overview    
In a nutshell, the course will provide the necessary theoretical foundations as well as the implementation and subsequent analysis of key hedge fund and investment models and practices.

Throughout the course MATLAB-based workshops will provide an excellent opportunity to get hands-on experience of building market risk models, developing hedge fund risk optimisation problems, and understanding how to decompose portfolio risk into its various components.
 

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