开始时间: 12/01/2018 持续时间: Unknown
Why do the prices of some companies’ stocks seem to move up and down together while others move separately? What does portfolio “diversification” really mean and how important is it? What should the price of a stock be? How can we discover and exploit the relationships between equity prices automatically? We’ll examine these questions, and others, from a computational point of view. You will learn many of the principles and algorithms that hedge funds and investment professionals use to maximize return and reduce risk in equity portfolios.
In this module, you will understand the course content from a portfolio manager's viewpoint, the incentives for portfolio managers, types of hedge fund, and how to assess fund performance; Also, you will gain insight into market orders, the basic infrastructure of an exchange, and computational components of a hedge fund.