Global Financial Markets Institute»Smart Beta and Factor Models

Smart Beta and Factor Models

This course deals with the concepts of Smart Beta and Factor models which served as the basis for the 2013 Nobel Prize in economics, and are one of the most important developments in the investment arena in the last 30 years. The course covers standard factor models and smart beta strategies, and gives the participants the tools to evaluate new strategies in the space. The course also delves into the risks associated with Smart Beta investing including the risks associated with the increasingly prominent group of ETFs focused on Smart Beta and Factor Investing.

Course Objectives

By the end of the course, the participants will be able to:

  • Describe Smart Beta and Factor Investing
  • Discuss the rules-based quantitative investment strategies as used by iShares, AQR, and others.
  • Explain factor model strategies and the theory behind them
  • Apply investment analysis techniques to quantitative investing strategies

Suggested Prerequisites:

  • Big Data is recommended, but not required

Program Level:Intermediate

Advance Preparation: Working Knowledge of Excel

Computers and Financial Calculators: Computers

Recommended CPE Credits: 7