New Master's course at the University of Zurich in collaboration with OLZ!

The block course "Quantitative Asset Management and Systematic Investing" provides a comprehensive introduction to the world of quantitative asset management and systematic investing. Under the guidance of Dr. Gianluca De Nard and Dr. Patrick Walker, students are introduced to the theoretical foundations as well as the practical application of these concepts.

The course begins with a discussion on the basics of quantitative asset management, with a particular focus on the theoretical principles and empirical methods applied in the finance industry. Practical insights are also provided through a guest lecture by an industry expert.

Students have the opportunity to choose a topic for their own empirical project from a curated list of academic papers, which they will present at the end of the semester. This allows participants to demonstrate their applied research skills and delve deeply into a specific area of quantitative asset management.

Another important aspect of the course is the introduction to advanced statistical techniques for quantitative investment strategies. This includes modeling volatility and correlations in large dimensions, considering non-normality in financial data, as well as the application of modern portfolio theory and regularized portfolio optimization.

Additionally, topics such as equity factor investing and the use of machine, deep, and reinforcement learning in asset management are covered. This enables students to familiarize themselves with the latest developments and challenges in the industry.

Overall, the course aims to equip students with the necessary skills, knowledge, and ideas to successfully enter the field of quantitative asset management. Through a combination of theoretical instruction, practical exercises, and guest lectures, the course provides a comprehensive and hands-on education for aspiring finance professionals.