A masterclass offering the frameworks and tools to help you excel in factor-based investing and risk management
Check out our latest info session on this masterclass below.
MEET THE TEAM
Brett Caughran
HEAD TRAINER
Area of Specialty: PM Experience at Multiple Firms
Brett brings 13yrs of hedge fund experience at Maverick, D.E. Shaw, Citadel, Two Sigma & Schonfeld.
Brett founded Fundamental Edge in 2022 to help improve training on the buy-side. Brett has led over 750 buy-side analysts through Analyst Academy and has designed and delivered numerous custom analyst training programs.
Rich Falk-Wallace
QUANT INSTRUCTOR
Area of Specialty: Factor Risk Management
Rich brings 8 years on the buyside at Silver Point, Viking Global & Citadel as a Portfolio Manager.
Rich is currently Co-Founder & CEO of Arcana, an equity-factor risk model focused on risk & performance.
Rocky Cahan
QUANT INSTRUCTOR
Area of Specialty: Factor Based Investing
Rocky is a Portfolio Strategist at Empirical Research Partners, focusing on research from stock selection to macroeconomic analysis since 2013.
Previously, he led Deutsche Bank's top-ranked U.S. Quantitative Strategy team and held roles at Macquarie Bank and Citigroup, with published work in prominent finance journals.
Hybrid approach for flexibility:
The core curriculum is delivered through pre-recorded videos, slide presentations and supplemented with live office hours, hosted once a month for 9 months.
Guest speakers:
20+ hours of supplementary pre-recorded guest speaker content.
OFFICE HOURS (ALL VIRTUAL):
The course begins with a pre-recorded kick-off to set you up for success and concludes with a pre-recorded wrap-up session to consolidate everything you've learned.
Access to Q&A “office hour” sessions for interactivity, student questions, and additional discussion
Live sessions are scheduled over 9 months. The schedule will be made available within the course
All sessions are recorded and posted to Teachable.
Example Curriculum
- Welcome to Factor Academy! (80:23)
- Framing Factors (16:27)
- What is a Factor? (40:18)
- Factor Fundamentals (48:54)
- The Why and How of Factor Analysis (39:33)
- Factors for the Fundamental Investor (57:15)
- Chad Myrhe, The Allocator Perspective (43:03)
- Giuseppe Paleologo, Factors 201 (118:29)
- Supplemental Readings
- Welcome to Module 2 (7:25)
- Integrating a Factor Quant Mindset (50:17)
- Self-Paced Curriculum from Empirical Research Partners (Rocky Cahan) (112:00)
- Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 1) (44:50)
- Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 2) (26:04)
- Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 3) (29:16)
- Portfolio Strategy and Stock Selection with Rocky Cahan (63:34)
- Lessons From the Quants (17:14)
- A Tour of Factor-Based Investing & Quant Overlays (53:41)
- Empirical Case Study Info
- Factor Lab: Quantamental Factor Lab with Empirical Research (118:27)
- Meb Faber, The Factor Investing Landscape (44:21)
- Rob Arnott, Factor Investing Legend (65:35)
- Adam Parker, Factors for the Fundamental PM (61:23)
- Marc Greenberg, A Quantamental Approach (58:47)
- Wes Gray, Common Sense Factors (59:20)
- Supplemental Readings
- Welcome to Module 3 (11:24)
- Foundations of Risk (87:23)
- Principles of Multi-Manager Risk Management (39:53)
- Factor Risk Models, Applied (31:21)
- Sandeep Varma, Managing a Portfolio with a Factor Risk Model (51:36)
- EDS Case Study Info
- Factor Lab: Portfolio Factor Optimization with EDS (59:25)
- EDS Walkthrough (32:05)
- Melissa Brown, Factor Risk Management 101 (102:24)
- Supplemental Readings
- A New World (63:33)
- Primer on Portfolio Management - Part 1 (43:03)
- Primer on Portfolio Management - Part 2 (47:18)
- Managing Risk (53:28)
- Omer Cedar, Themes & Factors (53:24)
- Omega Point Case Study Info
- Factor Lab: Themes and Factors with Omega Point (60:18)
- Omega Point Case Study (3:37)
- Jared Kubin, The PM’s Perspective (76:10)
- Quant Insight, Macro & Factors (61:39)
- Mark Carver, A Fireside Chat on Factors (64:17)
- Supplemental Readings
- Office Hours, Cohort 1 - Session 1 (97:39)
- Office Hours, Cohort 1 - Session 2 (80:31)
- Office Hours, Cohort 1 - Session 3 (53:04)
- Office Hours, Cohort 1 - Session 4 (86:02)
- Office Hours, Cohort 2 - Session 1 (54:01)
- Office Hours, Cohort 2 - Session 2 (67:03)
- Office Hours, Cohort 2 - Session 3 (56:53)