Sunday, January 12, 2014

Quantitative Investment - Pre course support

The topics that we offer are:

Intro to Probability (ref CFA L2, GARP FRM)
Time Series, Logistic & Multiple Regression (ref CFA L2, GARP FRM)
VBA programming: Sorting, Error handling (Refer to programming part of our course) – Excel power programming text book
Extreme value theory (FRM 2)
Numerical programming in MATLAB (a part of our MATLAB course)
Monte Carlo: Excel models based on GBM, ARIMA, Vaisec, Jump, etc
GBM: Brownian motion calculus
VAR (FRM Part 2)

The topics that are taken from FRM are a part of our course for the exam. You can assume the sub topics to be identical to the exam syllabus.

We are working to cover all topics given for CQI: http://en.cqi.sg/courses/core-curriculum/

Links:
http://en.cqi.sg/introduction-to-quantitative-investment-201310/
http://www.numericalmethod.com/trac/numericalmethod/wiki/Trading/Literature
http://en.cqi.sg/courses/core-curriculum/risk-management/
http://en.cqi.sg/courses/core-curriculum/algorithm-design-and-analysis/
http://en.cqi.sg/courses/core-curriculum/monte-carlo-methods-and-optimization-methods/
http://en.cqi.sg/courses/core-curriculum/quantitative-equity-portfolio-management/
http://en.cqi.sg/courses/core-curriculum/statistics/

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