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. Prerequisites or corequisites: FINA 4326, FINA 4126. Application required. Reserved for Cox majors.