BIB oktatás

Kurzusok

Econometric modelling of financial markets

  • Panthera Academy

DESCRIPTION
 

Econometric time series models are powerful tools for market analysis.

1) How to determine fair values of equity, FI and FX markets?

2) How to explain observed market movements?

3) How to distinguish systematic return components from those subject to idiosyncratic forces (i.e.

single events, investor behaviour etc.)?

4) To what extent can fundamental data forecast markets?

The course provides various sample models including R-Codes

 

PROGRAM
 

PART ONE
 

BEST PRACTICES (90min)

  • Fair value models
  • Simultaneous market models
  • Explained vs. unexplained return components
  • Forecasting models

BREAK (10min)

PART TWO
 

DELIBERATE PRACTICE (60min)

Participants will practice market analysis based on econometric models. We will share experiences and discuss the strengths and weaknesses.

LESSONS LEARNED (10min)

NEXT STEPS (5min)

FEEDBACK FORM (5min)

 

SEMINAR DETAILS
 

LECTURER 

Thorsten Neumann

LENGTH

3h

LEARNING GOAL

Learn how to analyse financial markets with econometrics

PS FRAMEWORK

Choice Architecture / Toolbox

CPD ACCREDITED

Yes (3 credits)

LANGUAGE

English

BENEFICIAL FOR

CIOs, investment committee members, fund managers, research analysts

SPRINT STRUCTURE

90min input + 90min deliberate practice, reflection and implementation planning

FORMAT

Online (Zoom or Awarenow)

MINIMUM SIZE

5 participants

 

COSTS                 250 EURO per participant

JUNE 10, 2021
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