Course level

Postgraduate Coursework

Faculty

Business, Economics & Law

School

Business School

Units

2

Duration

One Semester

Class hours

Seminar 30 Hours/ Semester

Companion

FINM7101

Restricted

Restricted to students enrolled in the MFinInvMgt and GCFinInvM.

Assessment methods

Quantitative investment strategies report (40%)

Critical analysis assignment (60%)

Course enquiries

Dr C. Bell

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2024 (20/05/2024 - 24/06/2024) Brisbane City In Person Profile unavailable

Please Note: Course profiles marked as not available may still be in development.

Course description

Quantitative Investment Strategies will analyse strategies across multiple instruments and asset classes and describe the strategies employed by balance sheet managers, portfolio managers, hedge funds and proprietary traders to generate excess returns. Students will learn to develop, back test, and evaluate some of the most successful strategies employed by alpha seeking active managers. The course utilises different econometric software, widely used in the industry, to solve complex problems.