Dates and Locations

07/08 Sep

London, UK

London Chamber of Commerce >>

Course Outline: Quantitative Finance - Exam Practise & Revision

A. Course Description
This course first reviews concepts related to development of quantified trading models, research methodology, prototyping, backtesting and documentation. Then, the course will proceed with a complete overview of CTSD Quantitative Finance Exam and students will practice answering questions from past exams. Correct solutions will be worked out and discussed as a review of the body of knowledge. Strategies for test taking will also be presented.

B. Method of Instruction
This course consists of two, seven hour days of lecture and classroom discussion, including sample text questions. All course materials will be provided by the instructor

C. Course Outline

DAY 1
- Overview of research methodologies for quantitative finance and documentation

- Prototyping and backtesting

- Overview and breakdown of the CTSD Quantitative Finance Exam

- Calculus, matrix algebra and statistics test questions

DAY 2
- Advanced statistics test questions

- Time series and Bayesian analysis test

- Financial modeling test questions

- Practice exam