Course

Special course Investment Funds Investments

Investment Fund Selection

Present modern techniques and instruments for evaluating investments in funds globally available and also instruments for the management and trading strategy of funds.

Online

Value U$ 490,00

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General information

DATE

27/09/2021

MORE INFORMATION

Phone 1 305 371 6767
e-mail course@financialset.com

DESCRIPTION

Present modern techniques and instruments for evaluating investments in funds globally available and also instruments for the management and trading strategy of funds.

WHO IS IT FOR

Interested in the best available investment alternatives: general investors, entrepreneurs, sellers and fund and portfolio managers in general, private bankers, traders, risk managers, product managers, directors and financial managers and pension fund executives.

HOW IT WORKS

The topics below will be studied through theoretical exposure followed by the case study with market data and examples solved in Excel spreadsheet, which will be delivered along with the didactic material.

INSTRUCTORS

Gyorgy Varga

Program Topics

  • Resolution 4661 and adequacy of funds
  • Active versus passive

    • administration

  • Aggressiveness, selectivity and timing
  • Style analysis based on return
  • Financial market anomalies
  • Qualitative aspects in fund selection
  • Calculation and application of Value at Risk – VaR
  • Chinese wall, equity, history versus objective
  • How to get the expected return
  • Behavior of the main assets in Brazil
  • Performance of national investment funds
  • Due diligence
  • Enhanced index funds. Equity Styles adopted in Brazil
  • Flows, background size, herd effect and the manager
  • Guaranteed principal fund
  • Management and evaluation of performance
  • Hedge funds and independent managers
  • Impact of derivatives
  • Investment indices available in Brazil
  • IS, ISG, Treynor, Alpha, IVA and M2
  • Presentation pattern of performance
  • Fund Industry Perspectives
  • Investment Policy
  • What is the best performance indexer?
  • Rating of funds
  • Regulations and types of funds
  • Systematic and Unsystematic Risk
  • Extreme risks
  • Roadmap for selecting funds and external manager
  • Roadmap for using performance

    • indicators

  • Portfolio selection, benchmark ideal and maverick risk
  • Background Selection
  • Survivorship bias in Brazil
  • Investment theory
  • Value, growth, contrarian e momentum

Program

  1. Major investments

. The Brazilian fund industry: regulation and types of funds
. The offshore fund industry (Luxembourg and USA)
. What are hedge funds
. Performance of national investment funds and neutral portfolio
. ETFs, NTN-F, NTN-B, LFTS and repo
. Behavior and comparison of main assets in Brazil
. Investment indices available in Brazil
. Top benchmarks
. Analysis of fund portfolios
. Feedback-based style analysis
. Main styles adopted by managers in Brazil
. Analysis of funds that exceed their benchmarks

  1. Investments and risk

. Investment theory: return-risk, investor behavior and optimal portfolio
. Systematic and unsystematic risk of a fund
. Contribution and attribution of performance
. Explanation of a fund’s return: aggressiveness, selectivity and timing
. performance indicators: IS, ISG, Treynor, alpha, IVA and M2
. A roadmap for using indicators in fund selection
. How to use Sortino index

  1. Management and evaluation of performance
    . Fund management: flows, fund size, herd effect and the manager
    . Active versus passive management
    . Efficiency and market anomalies
    . Impact of derivatives on investment funds
    . Special strategies: value, growth, contrarian and momentum
    . Business Strategies Used in Brazil
    . Credit risk, rating and return on fixed income funds
    . Survivorship bias in Brazil
    . Style x fund portfolio
    . Combination of funds with NTN-Bs and repo
  1. Background Selection
    . Compliance with resolutions 4661, 3922 and 4444
    . Calculation and application of the Value at Risk – VaR
    . extreme risks
    . Cautions: Chinese wall, net worth, history versus objective and true wallet
    . Portfolio selection, ideal benchmark and maverick risk
    . What is the best performance indexer for the client and the administrator?
    . Qualitative aspects in fund selection
    . Active x passive fund for pension fund
    . Presentation pattern for funds in Brazil
    . Due-diligence
    . Criteria for ranking of funds
    . Selection of Conservative Manager for Pension Funds
    . Guide for selecting funds and manager