Quantitative alpha generation
Alpha is the essential precondition for successful portfolio management. Fund managers need to rely on successful techniques for alpha generation. The course deploys how to get your econometric analyses to best practice levels. This includes fair value analysis, scenario analysis and forecasting. It provides clear guidance to successful pure quant investment processes as well as hybrid investment processes combining discretionary and quant elements.
Participants learn how to implement their specific alpha generation strategy.
Lecturer: Thorsten Neumann
Length: 3h
Learning goal: Learn how to analyse financial markets by means of econometrics to generate alpha for managing portfolios.
PS framework: Choice Architecture / Toolbox
CPD accredited: Yes (3 credits)
Language: English (on-demand in German)
Beneficial for: Fund managers and investment professionals
Sprint structure: Dedicated best practice input combined with deliberate reflection and implementation planning
Format: Online (Zoom)
Costs: EUR 298 per participant
Minimum size: 5 participants
PROGRAM
PART ONE
BEST PRACTICES (90min)
Expert input and reflection of participants on their own practices
- econometrics
- Fair value analysis
- Scenario analysis
BREAK (10min)
PART TWO
DELIBERATE PRACTICE (60min)
Expert input and reflection of participants on their own practices
- Forecasting
- Hybrid investment processes
LESSONS LEARNED (10min)
NEXT STEPS (5min)
FEEDBACK FORM (5min)