Week 1: Framing Factors
Week 2: Factor-Based Investing
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Welcome to Week 2 (7:25)
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Integrating a Factor Quant Mindset (50:17)
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Self-Paced Curriculum from Empirical Research Partners (Rocky Cahan) (112:00)
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Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 1) (44:50)
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Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 2) (26:04)
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Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 3) (29:16)
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Portfolio Strategy and Stock Selection with Rocky Cahan (63:34)
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Lessons From the Quants (17:14)
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A Tour of Factor-Based Investing & Quant Overlays (53:41)
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Meb Faber, The Factor Investing Landscape (44:21)
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Rob Arnott, Factor Investing Legend (65:35)
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Adam Parker, Factors for the Fundamental PM (61:23)
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Marc Greenberg, A Quantamental Approach (58:47)
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Wes Gray, Common Sense Factors (59:20)
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Supplemental Readings
Week 3: Factor-Based Risk Management
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Welcome to Week 3 (11:24)
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Foundations of Risk (87:23)
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Principles of Multi-Manager Risk Management (39:53)
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Factor Risk Models, Applied (31:21)
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EDS Walkthrough (32:05)
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Sandeep Varma, Managing a Portfolio with a Factor Risk Model (51:36)
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Factor Lab: Portfolio Factor Optimization with EDS (59:25)
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Quantamental Factor Lab with Empirical Research (118:27)
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Melissa Brown, Factor Risk Management 101 (102:24)
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Supplemental Readings
Week 4: Factor-Aware Portfolio Management
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A New World (63:33)
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Primer on Portfolio Management - Part 1 (43:03)
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Primer on Portfolio Management - Part 2 (47:18)
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Managing Risk (53:28)
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Omer Cedar, Themes & Factors (53:24)
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Omega Point Case Study (3:37)
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Jared Kubin, The PM’s Perspective (76:10)
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Quant Insight, Macro & Factors (61:39)
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Mark Carver, A Fireside Chat on Factors (64:17)
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Supplemental Readings
Live Sessions
