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Linear Algebra for Investment Management

This "Linear Algebra" course is designed to demonstrate the usefulness and practical relevance of working with vectors and matrices in various applications in investment management, ranging from simple portfolio calculations with assets and factors to non-parametric time series models for extracting trends and scenarios.

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  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For
  • Investment Managers, Both Traditional and Alternative
  • Risk Managers
  • Financial Economists
  • Quantitative Investment Analysts
  • Data Scientists
Learning Objectives
  • Overcome the terminology and notation barriers of Linear Algebra
  • Learn how to execute calculations involving vectors and matrices to solve practical problems in investment analytics
  • Develop common sense intuition for seemingly abstract mathematical concepts
  • Increase awareness for numerical issues in Linear Algebra applications
Prior Knowledge
  • Basic understanding of economics and financial markets, instruments and quantitative concepts like CAPM, mean-variance portfolio selection, time series analysis

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