Sign In
Manage PermissionsManage Permissions
|
Export Event

Title

CPD Event - Understanding the Investment Process

Event Description

Understanding the Equity Investment Process

  • General concepts and terminology
    • Risk adjust performance
    • Understanding alpha and beta
    • Measuring performance: benchmark vs. peer analysis
    • Overview of risk
  • Fundamental approach to equity investing
    • Approaches to fundamental analysis
    • Valuation approaches
    • Investment Styles (growth, value, quality, momentum, small cap, etc.)
    • Style drift
  • The Quantitative Investment Process
    • Challenges
      • Mapping and Identifiers
      • Finding unique sources of alpha
      • Factor Decay
      • High IC, low Breadth
      • Point in Time data
      • Research Biases (survivor bias, look-ahead bias, etc.)
      • Corporate actions
    • Multi Factor Models
      • What is a Whitepaper
      • Understanding back testing
      • The difference between back testing and portfolio simulation
      • Measuring factor performance
      • Structure v Unstructured data
  • Quantamental investing, a hybrid approach
    • Reasons for increased popularity
    • Approaches  to combining quantitative factors with fundamental research

Event Type

Society; Educational

Education Topic

Equity Investments; Quantitative Methods

Start Time

5/22/2019 6:30 PM

End Time

5/22/2019 9:30 PM

Event City

Taipei

Event State/Province

 

Event Country

Taiwan

Event Region

Asia Pacific

Location Info

Speaker

Refinitiv Speaker

CE Credits

1

SER Credit

0

Currency

TWD

Member Price

200

Non-Member Price

1000

Candidate Price

500

Registration

All Day Event

 

Recurrence

 

Attachments

Content Type: MyCFA Calendar
Created at 4/1/2019 9:56 PM by secretary@taiwan.cfasociety.org
Last modified at 4/1/2019 9:56 PM by secretary@taiwan.cfasociety.org