Computational Investing

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Lesson 1: So you want to be a hedge fund manager?

Reading: "What Hedge Funds really do", Chapter 2: So you want to be a hedge fund manager?

Lesson 2: Market mechanics

Reading: "What Hedge Funds really do", Chapter 4: Market - making mechanics

Lesson 3: What is a company worth?

Reading: "What Hedge Funds really do", Chapter 5: Introduction to company valuation

Lesson 4: The Capital Assets Pricing Model (CAPM)

Reading: "What Hedge Funds really do", Chapter 7: Framework for investing: The Capital Assets Pricing Model (CAPM)

Lesson 5: How hedge funds use the CAPM

Lesson 6: Technical Analysis

Reading: "What Hedge Funds really do", Chapter 9:The fundamental law of active portfolio management

Lesson 7: Dealing with data

  • How data can be bad
  • Actual & adjusted
  • Survivor bias

Lesson 8: Efficient Markets Hypothesis (short)

Lesson 9: The Fundamental Law of active portfolio management

Lesson 10: Portfolio optimization and the efficient frontier