ACFM 374. Quantitative Investment Strategies. 1 Credit.
Offered Either Fall or Spring; Lecture hours:3
This course explores quantitative investment strategies used by hedge funds. Students learn to use python and data science techniques to backtest and implement several of the most successful investment strategies. The course also covers issues related to performance measurement, transaction costs, risk management and portfolio construction. Prerequisite: ACFM 271 or ACFM 362. Junior/Senior only.