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.
This course is part of the Trading Strategies in Emerging Markets Specialization
Creating a Portfolio
Offered By
Syllabus - What you will learn from this course
Week
13 hours to complete
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 videos (Total 54 min), 3 readings, 3 quizzes
7 videos
Types of Market Efficiency10m
Anomalies7m
Performance measurement 19m
Performance measurement 28m
Market timing3m
Performance measurement 36m
3 readings
The Challenge: How To Benchmark Your Investment Portfolio15m
Performance Measurement: The What, Why, and How of the Investment Management Process15m
The 101 ways to measure portfolio performance15m
3 practice exercises
Practice Quiz 121m
Practice Quiz 212m
Quiz 130m
Week
22 hours to complete
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 videos (Total 64 min), 1 reading, 3 quizzes
9 videos
Style Analysis11m
Performance attribution6m
Mutual fund performance9m
Expected returns and risk6m
Utility theory5m
Investment Choices and Portfolios5m
Capital Allocation6m
Risky portfolios6m
1 reading
Utility theory and Attitude toward Risk20m
3 practice exercises
Practice Quiz -15m
Practice Quiz3m
Quiz 230m
Week
32 hours to complete
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 videos (Total 39 min), 4 readings, 2 quizzes
7 videos
Two fund separation6m
Diversification revisited4m
Investment opportunity set with two risky assets and a risk-free asset6m
Investment opportunity set with three risky assets and a risk-free asset6m
The optimal allocation between risky and risk-free assets3m
The market portfolio and the capital market line5m
4 readings
The pros' guide to diversification15m
Diversification: How much is too much?15m
The 15-Stock Diversification Myth15m
Does the composition of the market portfolio really matter?15m
2 practice exercises
Practice Quiz9m
Weekly assessment 330m
Week
42 hours to complete
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 videos (Total 62 min), 1 reading, 2 quizzes
7 videos
Benchmarking12m
Reporting3m
Financial Instruments10m
Backtesting5m
How to backtest?13m
Conclusion7m
1 reading
Successful Backtesting of Algorithmic Trading Strategies20m
2 practice exercises
Practice Quiz27m
Weekly assessment 430m
4.5
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Top Reviews
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
Instructors
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
Prasanna Tantri
Senior Associate DirectorCenter for Analytical Finance
About 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.
About the Trading Strategies in Emerging Markets Specialization
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
Frequently Asked Questions
When will I have access to the lectures and assignments?
Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.
What will I get if I subscribe to this Specialization?
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
What is the refund policy?
Is financial aid available?
More questions? Visit the Learner Help Center.
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