Aurora Borealis
25 April 2019 Multimedia

Practitioners' Insights: Quants - Factor based investment decision making

  1. Richard Goldman
  2. Shreenivas Kunte, CFA, CIPM

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.

Learning outcomes:

  • 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

This is the archived version of a live webinar that took place on 25 April 2019

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