Скачать или смотреть What Is Quant Investing for Portfolio Managers? Course Overview & Benefits

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📈 How can portfolio managers upgrade from traditional asset allocation to factor-based quant investing?

This video introduces Quantra’s Quant Investing for Portfolio Managers course—designed to help asset managers apply a data-driven approach to portfolio construction, factor backtesting, performance evaluation, and risk management.

You’ll discover how to:

Replace sector-based allocation with factor-based diversification

Backtest factors such as skewness, momentum, or value

Apply factor timing and tilting for adaptive allocation

Evaluate strategies with metrics like Sharpe ratio, drawdown, and factor beta

Recognize real-world challenges like data mining, overfitting, and crowding risk

🔍 Whether you're a discretionary portfolio manager, CFA candidate, or quant curious, this course bridges the gap between traditional finance and modern quantitative methods.

🎓 Explore the Full Course
Quant Investing for Portfolio Managers
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Quantra by QuantInsti offers hands-on, practical, and self-paced courses in quant finance, algorithmic trading, data science, and more.
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Keywords
Quant investing for portfolio managers

Factor-based investing course

Portfolio tilting strategies

Backtesting factor models

Quant tools for asset managers

Performance metrics for portfolio managers

Overfitting in finance

Advanced asset allocation techniques

Risk-adjusted performance evaluation

Real-world quant investing pitfalls