KTTS4210 Hedge Fund Strategies (5 op)

To analyze these active investment strategies, the course applies tools for performance measurement, backtesting, regression analysis, managing transaction costs, market liquidity risk, funding a strategy, margin requirements, risk management, drawdown control, and portfolio construction. Also, the course discusses the economics underlying these strategies, why certain strategies might work and why others might not.

Course themes are related to the following UN Sustainable Development Goals:

SDG 4: Quality education: Course involves rigorous quantitative analysis and hands-on experiences, which helps students to develop strong analytical and critical thinking skills as well as increases their practical knowledge.

SDG 8: Decent Work and Economic Growth: Understanding hedge fund strategies is relevant to economic growth as these strategies often involve capital allocation, risk management, and investment decisions. Knowledge in this area contributes to the development of the financial sector and can impact job creation.

SDG 10: Reduced Inequality: Hedge fund strategies, particularly in the context of wealth management, can influence income and wealth distribution. Understanding these strategies can contribute to discussions on reducing economic inequality.

• understand the basic concepts related to the hedge fund industry;
• know the basic investments styles utilized by hedge funds;
• empirically analyze financial data on fund performances and trading strategies.
  

Contents of the course are related to the following working life skills (generic skills):

-analytic, systematic thinking skills;

-creative problem solving;

-causative modelling.