Week 1: Framing Factors
Week 2: Factor-Based Investing
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Week 2 Live Session (195:37)
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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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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-Risk Management
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Week 3 Live Session (173:50)
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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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Melissa Brown, Factor Risk Management 101 (102:24)
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Factor Lab: Portfolio Factor Optimization (59:25)
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Quantamental Factor Lab with Empirical Research (67:31)
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Supplemental Readings
Week 4: Factor-Aware Portfolio Management
Excel Downloads
Live Sessions
