Quantitative Portfolio Management covers static and dynamic portfolio construction, and optimal execution.In particular, this course covers the following topics:
After the course you will obtain a Statement of Completion. Furthermore, you can choose to complete an optional code-based project that will count as one of the two Practical Projects towards the ARPM Certification.
Step 9a - Construction: one-period portfolios
Step 9b - Construction: estimation risk
Step 9c - Construction: cross-sectional strategies
Step 9d - Construction: time series strategies
Step 10 - Optimal execution