A quantitative approach to investing brings multiple benefits. ‘Quantamental’ investment processes are scalable and have a superior operational efficiency. This essentially entails using multiple factors for conceiving and building robust investment ideas followed by detailed security research to assess the merit for each investment choice.
- Review basic factor models
- Learn quantitative techniques for building factor models and apply backtesting
- Understand approaches to scale up investment selection and stock coverage
- Understand using a factors approach for portfolio optimisation and managing risk
- Learn methods to tilt portfolio and enhance overall performance