Equity Strategies.
Equity investment strategies, particularly those based on indexes, are a crucial part of... Read More
Reading 11: Trade Strategy and Execution
Los 11 a: Discuss motivations to trade and how they relate to trading strategy
Los 11 b: Discuss inputs to the selection of a trading strategy
Los 11 c: Compare benchmarks for trade execution
Los 11 d: Recommend and justify a trading strategy (given relevant facts)
Los 11 e: Describe factors that typically determine the selection of a trading algorithm class
Los 11 g: Explain how trade costs are measured and determine the cost of a trade
Los 11 h: Evaluate the execution of a trade
Reading 12: Portfolio Performance Evaluation
Los 12 b: Describe attributes of an effective attribution process
Los 12 e: Interpret the sources of portfolio returns using a specified attribution approach
Los 12 f: Interpret the output from fixed-income attribution analyses
Los 12 g: Discuss considerations in selecting a risk attribution approach
Los 12 i: Discuss uses of liability-based benchmarks
Los 12 j: Describe types of asset-based benchmarks
Los 12 k: Discuss tests of benchmark quality
Los 12 l: Describe problems that arise in benchmarking alternative investments
Los 12 m: Describe the impact of benchmark misspecification on attribution and appraisal analysis
Los 12 o: Describe limitations of appraisal measures and related metrics
Los 12 p: Evaluate the skill of an investment manager
Reading 13: Investment Manager Selection
Los 13 a: Describe the components of a manager selection process, including due diligence
Los 13 b: Contrast Type I and Type II errors in manager hiring and continuation decisions
Los 13 e: Evaluate a manager’s investment philosophy and investment decision-making process
Los 13 f: Evaluate the costs and benefits of pooled investment vehicles and separate accounts
Los 13 h: Describe the three basic forms of performance-based fees
Los 13 i: Analyze and interpret a sample performance-based fee schedule
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Daniel Glyn
2021-03-24
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2021-03-18
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Nyka Smith
2021-02-18
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Badr Moubile
2021-02-13
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Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
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sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.