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Learning Module 1: Index-Based Equity Strategies
Los 1(a): Compare factor-based strategies to market-capitalization-weighted indexing
Los 1(b): Compare different approaches to index-based equity strategies
Los 1(c): Compare different approaches to index-based equity investing
Los 1(f): Explain sources of return and risk to an index-based equity portfolio
Learning Module 2: Active Equity Investing: Strategies
Los 2(a): Compare fundamental and quantitative approaches to active management
Los 2(b): Analyze bottom-up active strategies, including their rationale and associated processes
Los 2(c): Analyze top-down active strategies, including their rationale and associated processes
Los 2(d): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(e): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(f): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(g): Analyze activist strategies, including their rationale and associated processes
Los 2(h): Describe active strategies based on statistical arbitrage and market microstructure
Los 2(i): Describe how fundamental active investment strategies are created
Los 2(j): Describe how quantitative active investment strategies are created
Los 2(k): Discuss equity investment style classifications
Learning Module 3: Active Equity Investing: Portfolio Construction
Los 3(b): Discuss approaches for constructing actively managed equity portfolios
Los 3(d): Discuss the application of risk budgeting concepts in portfolio construction.
Los 3(e): Discuss the application of risk budgeting concepts in portfolio construction
Los 3(j): Evaluate the efficiency of a portfolio structure given its investment mandate
Learning Module 4: Liability-Driven and Index-Based Fixed Income Strategies
Los 4(a): Evaluate strategies for managing a single liability
Los 4(d): Explain risks associated with managing a portfolio against a liability structure
Los 4(f): Compare alternative methods for establishing bond market exposure passively
Los 4(g): Discuss criteria for selecting a benchmark and justify the selection of a benchmark
Learning Module 5: Fixed-Income Active Management: Yield Curve Strategies
Los 5(f): Discuss yield curve strategies across currencies
Los 5(g): Evaluate the expected return and risks of a yield curve strategy
Learning Module 6: Fixed-Income Active Management: Credit Strategies
Los 6(a): Discuss bottom-up approaches to credit strategies
Los 6(c): Discuss top-down approaches to credit strategies
Los 6(e): Describe how to assess and manage tail risk in credit portfolios
Learning Module 7: Case Study in Portfolio Management: Institutional
Los 7(a): Discuss tools for managing portfolio liquidity risk
Los 7(b): Discuss capture of the illiquidity premium as a long-term investment strategy
Los 7(f): Demonstrate the use of derivatives overlays in tactical asset allocation and rebalancing
Learning Module 8: Trade Strategy and Execution
Los 8(a): Discuss motivations to trade and how they relate to trading strategy
Los 8(b): Discuss inputs to the selection of a trading strategy
Los 8(c): Compare benchmarks for trade execution
Los 8(d): Recommend and justify a trading strategy (given relevant facts)
Los 8(e): Describe factors that typically determine the selection of a trading algorithm class
Los 8(g): Explain how trade costs are measured and determine the cost of a trade
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Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
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2021-03-18
Professor James' videos are excellent for understanding the underlying theories behind financial engineering / financial analysis. The AnalystPrep videos were better than any of the others that I searched through on YouTube for providing a clear explanation of some concepts, such as Portfolio theory, CAPM, and Arbitrage Pricing theory. Watching these cleared up many of the unclarities I had in my head. Highly recommended.
Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.