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Quantitative Techniques for Hedge Funds Fee: £1,500 + VAT
London
Sound analysis of hedge fund returns data using industry proven quantitative 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 the ability to develop visual appealing and informative hedge fund performance reports.
This course requires that you bring a lap-top computer for the interactive workshop sessions.
  
29 - 30 May 2018 London, Liverpool Street - Please bring a lap-top computer
 
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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 workshop-based course is designed for hedge fund managers, alternative investment analysts, portfolio managers, institutional investors and corporate finance professionals who are looking to gain a key understanding of the modelling and analysis of hedge fund returns data.

Throughout the course MATLAB-based workshops will provide an excellent opportunity to get hands-on experience of building statistical models, analysing hedge fund performance metrics, and developing hedge fund market risk management models whilst strongly supporting the theoretical material. 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 management techniques ➢ Develop informative performance hedge fund reports

DAY 2
➢ Understand the developments in market risk management models for hedge funds
➢ Develop and implement portfolio optimisation models for VaR and MVaR
➢ Develop and build key industrial hedge fund models to analyse and appraise alternative investments

 
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.
 

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