Event Driven Strategies



Academic research provides the inspiration for developing new investment and trading strategies or an insight into the minds of professionals, which you can use to understand how different hedge funds and other institutions structure and build their portfolios. Based on this, you can develop your strategies on a higher level.

The course focus is on seasonal/event-driven trading strategies in equity, fixed income and volatility markets. It explores eight calendar anomalies, gives fundamental reasons behind anomalies existence and shows how to combine them into one multi-strategy portfolio.

We are not indifferent to the current situation. The composite event-driven seasonal strategy shows you how to shield your seasonal strategies in extreme events like Coronavirus crisis.

Feel welcome to explore this new Quantpedia’s offering

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    The Encyclopedia of Quantitative Trading Strategies

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