Quantitative Security Selection

 

Audience: Family Office, Hedge Fund, Wealth Management (mid- to senior-levels)
Duration: 2 to 3 hours
Location: Miami Business School, University of Miami

Overview

Technology and data are transforming the way investment decisions are made. Quantitative, data-driven approaches to security selection are gaining popularity, as evidenced by the rapid growth of assets under management of so-called Factor Investing/Smart Beta ETFs. But these relatively cheap ETFs are built for scale, not for performance. At the same time, in a parallel trend, more and more investors dump expensive traditional active managers in favor of ultra-cheap, purely passive buy-and-hold-the-index solutions. This hands-on module demonstrates how small asset management organizations can benefit from a do-it-yourself approach to quantitative investing that is built for performance, not for scale. The module covers the following topics:

Faculty


Sandro Andrade

Sandro Andrade is an Associate Professor of Finance at the Miami Business School. His research focuses on International Finance, Investments, and Emerging Markets. He is an Associate Editor at the Journal of Banking and Finance, and has published at top academic journals. Before embarking in an academic career, he was a Senior Advisor at the Central Bank of Brazil.
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