Difference between revisions of "Computational Investing"
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| Line 25: | Line 25: | ||
* Actual & adjusted | * Actual & adjusted | ||
* Survivor bias | * Survivor bias | ||
| + | |||
| + | Reading: "What Hedge Funds really do", Chapter 12: Overcoming data quirks to design trading strategies | ||
==Lesson 8: Efficient Markets Hypothesis (short)== | ==Lesson 8: Efficient Markets Hypothesis (short)== | ||
Revision as of 22:13, 13 March 2015
Contents
- 1 Lesson 1: So you want to be a hedge fund manager?
- 2 Lesson 2: Market mechanics
- 3 Lesson 3: What is a company worth?
- 4 Lesson 4: The Capital Assets Pricing Model (CAPM)
- 5 Lesson 5: How hedge funds use the CAPM
- 6 Lesson 6: Technical Analysis
- 7 Lesson 7: Dealing with data
- 8 Lesson 8: Efficient Markets Hypothesis (short)
- 9 Lesson 9: The Fundamental Law of active portfolio management
- 10 Lesson 10: Portfolio optimization and the efficient frontier
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
Reading: "What Hedge Funds really do", Chapter 12: Overcoming data quirks to design trading strategies
