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Mar 29, 2024
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FINA 5241 - Quantitative Trading and Strategies Credits: 2
Covers a number of issues and quantitative trading strategies most often used in the hedge fund management arena. Focuses on standard hedge fund strategies like long/short equity and convertible arbitrage and hedge fund strategies that exhibit asymmetric risk, fixed-income arbitrage, commodity investing, commodity trading advisors, and macro fund strategies. Covers the measurement of hedge fund returns for the purpose of putting together a hedge fund of funds from an analytical perspective. Prerequisites: FINA 4325 , FINA 4125 , FINA 4326 , FINA 4126 . Application required. Reserved for Cox majors.
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