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/