Asset Allocation and Investment Strategies

obowiązkowe

This course covers practical investments topics including market microstructure complexities, risk management, US economic policy influence on global markets, gold and cryptocurrency market dynamics, Federal Reserve policy, technical/fundamental analysis, tactical asset allocation, valuation methods, and trading strategies. Emphasizes real-world implementation and understanding market behavior. Topics range from basic concepts like P/E ratios and moving averages to advanced quantitative strategies like statistical arbitrage, long-short investing and alternative investments. The course integrates current market developments with fundamental investment principles and models.

Selected topics in the course:

-Market Volatility and Uncertainty Drivers

-Risk Management Techniques

-US Economic Data and Global Market Influence

-Gold Market Dynamics and Inflation Hedging

-Federal Reserve Policy and Interest Rate Decisions

-Technical Analysis versus Fundamental Analysis Approaches

-Tactical Asset Allocation Strategies

-Maximum Drawdown versus Standard Deviation Risk Measures

-Long-Short Investment Strategies

-Statistical Arbitrage and Pairs Trading Techniques

-Momentum Investing and Trend Following Methods

-Support and Resistance Level Trading

-High-Frequency Trading Market Impact

-Option Expiry Effects on Price Movements

-Corporate Stock Buyback Market Influence

-Price-to-Earnings Ratio Types and Market Valuation

-Discounted Cash Flow Model Challenges

-Market Microstructure and Order Book Dynamics

-ETFs and Passive Investment Growth

-Value Investing versus Momentum Investments

-Investment Time Horizon and Risk Tolerance

-Financial Asset Categories and Portfolio Diversification

-Market Drawdowns

-Cryptocurrency and Stablecoin Markets

-Treasury Yield Trends and Demographics Influence

-Hedge Funds vs. other asset classes: investment forms, sources of risk, return and diversification

-Digital Assets vs other asset classes: investment forms, sources of risk, return and diversification

-Real Estate and Infrastructure investments, sources of risk, return and diversification

-Natural Resources: investing in raw land, timberland, farmland, sources of risk, return and diversification

Estimated student workload:

Type of activity K (contractual) S (independent)

lecture (classes) 30 (K) 0 (S)

practical classes 0 (K) 0 (S)

exam 1 (K) 0 (S)

consultations with lecturer 9 (K) 0 (S)

consultations with lecturer 0 (K) 0 (S)

preparing for lectures 0 (K) 25 (S)

preparing for test 0 (K) 0 (S)

preparing for exam 0 (K) 10 (S)

… 0 (K) 0 (S)

total 40 (K) 35 (S) = 75

Author’s materials

On course completion the student knows how to:

-Apply Risk Management Principles

-Apply Technical and Fundamental Analysis Concepts

-Implement Tactical Asset Allocation Strategies

-Understand Global Market Interconnections

-Analyze Cryptocurrency and Alternative Assets

-Analyze Selected Advanced Trading Strategies

-Recognize Market Psychology and Behavioral Factors in Investing

-Explain features of alternative forms of investing, their risk, return and diversification potential

Written test exam