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Topics: Quantitative MethodsActive ManagementPortfolio Optimization & Rebalancing

Hosted by CFA Institute

Overview

A quantitative approach to investing brings multiple benefits. ‘Quantamental’ investment processes are scalable and have a superior operational efficiency. This essentially entails using multiple factors for conceiving and building robust investment ideas followed by detailed security research to assess the merit for each investment choice.

Learning outcomes:

  • Review basic factor models
  • Learn quantitative techniques for building factor models and apply backtesting
  • Understand approaches to scale up investment selection and stock coverage
  • Understand using a factors approach for portfolio optimization and managing risk
  • Learn methods to tilt portfolio and enhance overall performance

1 CE

CFA Institute members can claim CE credit by providing their CFA Institute ID number when registering.

About the Speaker(s)

Richard Goldman Picture
Richard Goldman

Richard is the Head of Market Development for Refinitiv’s Investment and Advisory business in Asia. He is responsible for driving growth of the business which includes real-time and historical data feeds, Investment & Advisory analytic services, data management and open platforms, hosting and managed services. Prior to this, he ran Thomson Reuters’ global quantitative consulting and support division.

Richard’s domain expertise in systematic and discretionary investment management was attained over a 25-year career as a Portfolio Manager and COO overseeing multibillion-dollar funds including Tykhe Capital, Castlerock Management and Citigroup Asset Management.

Shreenivas Kunte
Shreenivas Kunte CFA, CIPM

Shreenivas Kunte, CFA, is a director of continuing education and advocacy at CFA Institute. In this role, Shreenivas contributes to thought leadership in the investment profession. He writes on investing topics in leading publications and represents CFA Institute at conferences and forums. Shreenivas serves as an external research scholar at the Indian Institute of Technology Bombay. Prior to joining CFA Institute, Shreenivas worked as the country trading strategist for Citi. He holds a degree in computer engineering from Mumbai University.

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