Investment Research Report

   

	Brochure
	New York

   

	Dates
	2006 TBA New York
	Program Director:   Jonathan Kinlay Adjunct Professor Fund Manager

Forecasting Financial Markets

Forecasting Financial Markets provides a comprehensive review of forecasting techniques and their applications in financial markets. It will provide traders and analysts with the necessary theoretical framework and conceptual toolkit to tackle important forecasting applications in currency, equity, interest rate and derivative markets using state of the art research methodology.

The course addresses both the practical as well as theoretical aspects, and considerable emphasis is placed on how appropriate forecasting models should be developed and implemented in practice, using a variety of computer software tools and financial market data-sets.

Case studies are designed using actual market data to ensure that delegates leave the course with a clear understanding of how the concepts should be applied to create forecasting models that will function effectively in a live trading environment.

This comprehensive course will enable you to:

• Understand the structure of financial markets and how they process news
• Model the behavior of financial market stochastic processes
• Master the latest forecasting techniques and their applications in financial market modeling
• Develop profitable quantitative investment strategies
• Apply appropriate diagnostic & testing criteria to evaluate forecasting & trading performance

 

	Course Coverage
	Time Series Analysis VAR & Cointegration GARCH Models Model Testing Non-Linear Models Chaos Theory Neural Networks

 

	Who Should Attend
	Quantitative Analysts Economists Forecasters Portfolio Managers Investment Strategists Risk Analysts