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Equity Investing Workshop : Top – Down, Quantitative Equity Investing

Event Description

Equity Investing Workshop

Module 1 : Top – Down, Quantitative Equity Investing (16 & 17 May 2016)


This four-day "Equity Investing" workshop is organized into two modules of two days each.  Attendees may choose to attend to attend only Module 1 (Days 1 and 2), only Module 2 (Days 3 and 4), or both Module 1 and Module 2 (all four days).

Module 1  takes a top-down view of equity markets, using quantitative analysis of equity funds, portfolios, and index strategies. Day 1 begins with an overall view of global equity markets, how return and risk are calculated, and the important distinction of alpha vs beta against index or ETF benchmarks. Day 2 introduces fundamental factors and screening approaches, long/short strategies commonly employed by hedge funds, and finishes with exercises on option trading and option pricing that lead into the capital structure analysis on Day 2.

Who should attend?

Current or future investors in equities and equity funds, including individual investors, fund managers, wealth managers, private equity investors, equity sales professionals, investment bankers, entrepreneurs, and CFA candidates / charter holders with a personal and/or professional interest in becoming better equity investors. 

Attendees are assumed to be comfortable with the basics of Microsoft Excel, but are not expected to have any background or experience in equity markets. 

Module 1 : Top – Down, Quantitative Equity Investing (16 & 17 May 2016)

Day 1 - Fundamentals of Return, Risk, Alpha and Beta of Equity Portfolios

Course Objectives:

- How to measure returns and risks in equity markets

- How to combine stocks and funds to enhance returns and reduce risk

- How stock indices, stock index futures, and ETFs work

- How to evaluate an actively managed vs an index fund

- A comparison of the actual performance of active investors vs benchmarks

- Common mistakes in fund investing

Course Outline / Modules:

1.   Total Return, Volatility, Value at Risk (VaR) and Sharpe Ratio

2.   Diversification metrics, including correlation and covariance

3.   Examples and comparisons of dozens of real-world stock index instruments and benchmarks

4.   Alpha (what it is an why so many want it), Beta, and Tracking Error

5.   Empirical results on active versus passive investing

Day 2 -Factor Models, Long/Short Strategies and Equity Options

Course Objectives:

- How to replicate / track a fund with a limited number of stocks

- How to use fundamental ratios and test their relationship with stock returns

- How "Equity Long/Short” strategies, often used by hedge funds, work

- How some other equity hedge fund strategies work

- Introduction to Stock Options: How they work, how to price and trade options

Course Outline / Modules:

1.   Fund replication, representative sampling and tracking error

2.   Stock screens, factor models and how they work

3.   Absolute vs. Relative Return, Beta Hedging, "130/30" and "Portable Alpha"

4.   Basic option trading strategies, "The Greeks", and how it relates to capital structure

5.   Overview of convertible arbitrage and volatility trading


Eligible for FTS and Skills Future Credit : Programme Code : P160310YUS

This workshop is eligible for 14 CE credit hours and 14 CPD hours

Requirement: Bring own PC laptop for the workshop


Course Fee

CFA Singapore member price : S$1,600* (Eary Bird fee) / S$1,900* (Standard fee)

Non-member price : S$1,900* (Eary Bird fee) / S$2,200* (Standard fee)

Course fee for 2 modules : 

CFA Singapore member price : S$3,000* (Eary Bird fee) / S$3,600* (Standard fee)

Non-member price : S$3,600* (Eary Bird fee) / S$4,200* (Standard fee)

Early bird fee valid till 16 April 2017

* Prices before 7% GST

Please email for more details

Event Type

Society; Educational

Education Topic

Equity Investments

Start Time

5/16/2017 9:00

End Time

5/16/2017 17:00





Event Country


Event Region

Asia Pacific

Location Info



Mr. Tariq Dennison and Mr. Anand Batepati

CE Credits


SER Credit




Member Price

S$1,600* (Eary Bird fee) / S$1,900* (Standard fee)

Non-Member Price

S$1,900* (Eary Bird fee) / S$2,200* (Standard fee)

Candidate Price



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2017-05-16 to 19 Equity Investing Workshop v2.pdf    
Content Type: MyCFA Calendar
Last modified at 3/8/2017 11:17 by EVENTMANAGEMENT@CFASINGAPORE.ORG