a in QIS

Ects : 6
Compétence à acquérir :
Master the technics, tools and strategies for alpha extraction

Description du contenu de l'enseignement :
Alpha in quantitative strategies. Alpha extraction tools. Risk premia. Volatility strategies.
To understand what Alpha is about (by opposition to beta) and what are the various form it can take when analysing and eventually replicating it through advanced methods in quantitative Investment strategies.