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Quantitative investment and hedge funds

Course Time: 3 days

Course content:

Part 1: The introduction of quantitative investment

1. Quantify the basic concept of investment

2. Quantify the history of investment

3. Quantify the content of investment

4. The advantages and value of quantitative investment

5. Quantitative investment and traditional investment

6. The future trend of quantitative investment

Part 2: The mysterious hedge fund

1. The definition and characteristics of hedge funds

2. Hedge fund development history

3. Key players in the market

4. Securities and hedge funds

5. Performance persistence

6. The operation of hedge funds

7. Scale and income

8. Hedge fund investors

9. The development of global hedge funds

1) Global market size

2) Market research unit

3) Tighter market regulation

4) Taiwan hedge fund status

Part 3: The main hedge fund strategy

1. The U.S. Securities and Futures Commission classification

2. The main hedge fund strategy

3. Stock hedging strategy

4. Event driven strategy

5. Macro factor strategy

6. The relative value strategy

7. Regional investment strategy

Part 4: The worlds top ten hedge fund companies and their strategies

1. Bridge water fund

2. JP Morgan asset management

3. The capital of husband and wife

4. BlackRock

5. Bo Post group

6. Paulson amp Co

7. Ann Gunton company

8. Renaissance science and technology

9. Elliot

10. when the capital

Part 5: Aalyzes the main investment strategies of hedge funds

1. Convertible arbitrage

2. Fixed income arbitrage

3. Statistical arbitrage

4. Mergers and acquisitions arbitrage

5. Bankruptcy arbitrage

6. Special event arbitrage

7. The overall economy

8. The long and short stock

9. To sell the stocks

10. Commodity futures strategy and CTA

11. The funds Fund

12. Other

Part 6: The hedge fund structure

1. The main framework

2. Financial leverage

3. External supervision

4. Internal control

5. The new development of hedge funds

Part 7: Discusses the hedge fund risk management

1. LTCM failure cases

2. Amaranth failure cases

3. Risk and reward trade-offs

4. The risk of investment strategy model

Part 8: The development of domestic hedge funds

1. China hedge fund Era

2. Hedge fund investment applications

3. The challenges faced by domestic hedge funds

Part 9: The future trend of hedge funds

1. Big forever

2. Institutional investors

3. The new market and investment strategy

4. More transparent operation

5. Liquidity is better

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