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Creating a Portfolio

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Creating a Portfolio

Indian School of Business

Informações sobre o curso: This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund. In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.

Para quem é direcionado este curso: This course is primarily aimed at individual investors and money managers who want to gain the skills required to develop their own trading strategies and make money using them


Desenvolvido por:  Indian School of Business
Indian School of Business

  • Ramabhadran Thirumalai

    Ministrado por:  Ramabhadran Thirumalai, Assistant Professor

    Indian School of Business

  • Prasanna Tantri

    Ministrado por:  Prasanna Tantri, Senior Associate Director

    Center for Analytical Finance
Informações básicas
Curso 4 de 5 no Trading Strategies in Emerging Markets Specialization
NívelBeginner
CompromissoThe estimated workload for this course is 4 to 5 hours per week
Idioma
English
Como ser aprovadoSeja aprovado em todas as tarefas para concluir o curso.
Classificação do usuário
4.6 estrelas
Classificação média do usuário 4.6Veja o que os aprendizes disseram
Programa
SEMANA 1
Module 1
In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
7 vídeos, 3 leituras, 2 questionários de prática
  1. Vídeo: Market Efficiency
  2. Vídeo: Types of Market Efficiency
  3. Vídeo: Anomalies
  4. Practice Quiz: Practice Quiz 1
  5. Vídeo: Performance measurement 1
  6. Vídeo: Performance measurement 2
  7. Vídeo: Market timing
  8. Vídeo: Performance measurement 3
  9. Practice Quiz: Practice Quiz 2
  10. Reading: The Challenge: How To Benchmark Your Investment Portfolio
  11. Reading: Performance Measurement: The What, Why, and How of the Investment Management Process
  12. Reading: The 101 ways to measure portfolio performance
Nota atribuída: Quiz 1
SEMANA 2
Module 2
In this module you will lean how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
9 vídeos, 1 leitura, 2 questionários de prática
  1. Vídeo: Timing measurement
  2. Vídeo: Style Analysis
  3. Vídeo: Performance attribution
  4. Vídeo: Mutual fund performance
  5. Practice Quiz: Practice Quiz -
  6. Vídeo: Expected returns and risk
  7. Vídeo: Utility theory
  8. Vídeo: Investment Choices and Portfolios
  9. Vídeo: Capital Allocation
  10. Vídeo: Risky portfolios
  11. Practice Quiz: Practice Quiz
  12. Reading: Utility theory and Attitude toward Risk
Nota atribuída: Quiz 2
SEMANA 3
Module 3
In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
7 vídeos, 4 leituras, 1 questionário de prática
  1. Vídeo: Diversification and efficient frontier
  2. Vídeo: Two fund separation
  3. Vídeo: Diversification revisited
  4. Vídeo: Investment opportunity set with two risky assets and a risk-free asset
  5. Vídeo: Investment opportunity set with three risky assets and a risk-free asset
  6. Vídeo: The optimal allocation between risky and risk-free assets
  7. Vídeo: The market portfolio and the capital market line
  8. Practice Quiz: Practice Quiz
  9. Reading: The pros' guide to diversification
  10. Reading: Diversification: How much is too much?
  11. Reading: The 15-Stock Diversification Myth
  12. Reading: Does the composition of the market portfolio really matter?
Nota atribuída: Weekly assessment 3
SEMANA 4
Module 4
In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
7 vídeos, 1 leitura, 1 questionário de prática
  1. Vídeo: Strategies based on Text Mining
  2. Vídeo: Benchmarking
  3. Vídeo: Reporting
  4. Vídeo: Financial Instruments
  5. Vídeo: Backtesting
  6. Vídeo: How to backtest?
  7. Vídeo: Conclusion
  8. Practice Quiz: Practice Quiz
  9. Reading: Successful Backtesting of Algorithmic Trading Strategies
Nota atribuída: Weekly assessment 4

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Desenvolvedores
Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
Custo
Comprar curso
Acesso aos materiais do curso

Disponível

Acesso a materiais valendo nota

Disponível

Receba uma nota final

Disponível

Obtenha um Certificado de Curso compartilhável

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Classificações e avaliações
Avaliado em 4.6 de 5 decorrente de 50 avaliações
Alok Desai

Transcript of the video - Mutual Fund Performance is incorrect.

Ticket Number raised is 1433666

Paras Bhardwaj

Very good course

shreya banerjee

Looking forward to see exciting course of Text mining.

Diego Alfonso Estrada Garzon

I've picked plenty of knowledge with these series of courses. Thank you very much for this well explained concepts



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