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    Course description

    First module provides a basic knowledge on investable indices and benchmarks, their performances, mutual correlations, and behavior in various macro-economic environments. Also, it considers macro-economic variables that drive prices of financial assets and the role of Central Banks.

    Second module covers important topics of investment theory (such as Markowitz mean-variance optimization, capital asset pricing model, efficient market hypothesis) and applies them to better understand the structure of investments and the role of hedge funds.

    Third module considers key mathematical methods in areas of statistics, regression and predictive analysis, which are widely applied in area of quantitative finance.

    Fourth module provides a basic introduction to strategy backtesting.

    Fifth module makes a comparative analysis of existing asset allocation and portfolio construction techniques.

    Course Curriculum

    Traditional investments. Main indices and benchmarks.
    Investment theory
    Introduction to backtesting
    Statistical and regression analysis in quantitative finance. Main problems.
    Portfolio construction and asset allocation

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