Quant Methods - Finance
Data Science
Markets
Lecture Notes for Quant Methods in Finance
Quantitative Methods in Finance
- Topic: Lecture notes for basic quantitative methods used in asset allocation
- Slides:
- Step 1: Explore the data
- Step 2: Explain the asset movement
- Step 3: Forecast returns / vol / comovement
- Step 4: Protect via diversification
- Intended Audience:
- Slides in a 14 session daytime MBA course at KFBS (UNC)
- Users are expected to have some working knowledge of asset allocation (e.g. CAPM, MPT), basic statistics and regression