Systematic Screening and Stock Selection

The aim of this course is to provide a practitioner’s insight into the application and configuration of screening and algorithmic stock selection techniques.

The course is applicable both to those needing to apply these techniques directly but also to those overseeing or reviewing these investment processes.

The core of this course is focused at a conceptual level and encourages participants to take a step back whenever applying quantitative techniques to consider the integrity of those processes.

The course could be integrated with a practical integration of quantitative techniques and/ or machine learning with Python.

Suitability

This course is for individuals new to the financial markets with a basic understanding of accounting and valuation, or more experienced analysts wishing to go undertake systematic cross-border and sectoral analysis.

Learning Outcomes

After completing this course, you will be able to:

Appreciate the opportunities for applying stock screening and systematic selection
Differentiate between true systematic or quantitative selection, factor based approaches and screening as an aide to an active process
Define a model process based on hypothesis testing
Understand the benefits and risks of backtesting
Understand and appraise the conventional and alternative data sources and tools available

Course Content

Benefits of Screening

What can a screening approach do for an asset manager?
Differentiating modes of use (active stock selection, smart beta and quantitative approaches)

Model process and controls

What are the risks of a badly controlled process?
Defining a hypothesis testing based approach
Backtesting, benefits, pitfalls and guidelines
A role for unsupervised learning?

Appraising data sources

Conventional and non-conventional sources

Ethics

Validating suppliers
Alpha generation
Practical pitfalls and work-arounds

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of participants felt more confident in their role, following an Alpha commercial leadership course.

Why study with Alpha?

Innovation and creativity born from experience

We are thought leaders in instructional and learning journey design and holistic solution architects. We have extensive finance and investments experience combined with skills application to deliver performance improving results. We develop immersive learning environments that maximize time to productivity, support talent retention and added value to improving quality of hires.

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We are focused on mining the embedded organisational intellectual capital for the benefit of the next generation. We create and curate best in class practice gathered from our experience with the leading financial institutions. We design our programmes with the end in mind – what results are you trying to achieve with this intervention? What metrics will we set ourselves to achieve that?

Generation Proof

Quality and innovation, using current market and industry best practices, have made us a trusted partner in delivering dynamic and motivating training for the financial and capital markets. Our programmes are generation proof and responsive to evolving learner needs and styles. Our solutions use a multi-stakeholder engagement strategy that expands beyond relationships between the learner and learning provider. We create connections with managers, peers and the wider business to drive impactful return on investment..

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