Week 1: Thursday 5th July
Overview, Math Background, Trend Following, Mean-Reversion
Week 2: Thursday 12th July
More Mean-Reversion: Pairs/RV trading, Carry and Value
Week 3: Thursday 19th July
Portfolio Allocation, Equities Quant, Styles Investing and ML
Week 4: Thursday 25th July
Overfitting, Multiple testing, Covariance Penalties, Robustness and Rehash
Final Project
Summer Break
Final Project Submission: Thursday 30th August
Week 5: Thursday 6th September (Start Time: 17.30 BST)
Final Project Review, Catch up & Feedback Webinar Week