Session 1:
Overview, Math Background, Trend Following, Mean-Reversion
Session 2:
More Mean-Reversion: Pairs/RV trading, Carry and Value
Session 3:
Portfolio Allocation, Equities Quant, Styles Investing and ML
Session 4:
Overfitting, Multiple testing, Covariance Penalties, Robustness and Rehash
Final Project
Final Project Submission
Session 5:
Final Project Review, Catch up & Feedback Webinar Week