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.
Guest speakers:
20+ hours of supplementary pre-recorded guest speaker content.
Live sessions (all virtual):
Every course begins with a live kick-off to set you up for success and concludes with a 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 a 4 week period. The schedule will be made available near the start date.
Zoom links to be sent by email. Sessions are recorded and will be posted to Teachable.
Example Curriculum
- Welcome to Week 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)
- 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 Week 3 (11:24)
- Foundations of Risk (87:23)
- Principles of Multi-Manager Risk Management (39:53)
- Factor Risk Models, Applied (31:21)
- EDS Walkthrough (32:05)
- Sandeep Varma, Managing a Portfolio with a Factor Risk Model (51:36)
- Factor Lab: Portfolio Factor Optimization with EDS (59:25)
- Quantamental Factor Lab with Empirical Research (118:27)
- 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 (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