Date |
28-29 October, 2024 |
Time |
9 a.m. till 1 p.m. (EEST) |
Prices |
700$ (AFCM Member) /800$( Non-Members) |
|
Online Course |
Course Overview
This comprehensive course on Capital Markets will cover four essential modules, each of which will delve into a different aspect of investment management:
. In Module 1, we will explore the basics of Portfolio Management, starting with the common types of asset classes, moving to the fundamentals of portfolio construction and concluding with the common techniques of portfolio performance evaluation.
. In Module 2, we will focus on a specific segment of investments, namely Exchange Traded Funds. We will understand the nature and mechanics of ETFs, the difference between ETFs, individual securities and classic Mutual Funds. We will then try to explore the different types of Exchange Traded Funds.
. Module 3, will explore Market Making and liquidity providers, including its function, strategies, regulation, and impact on market efficiency.
Module One: Portfolio Management
Session 1: Asset Classes
· Money Market Instruments
· Equities
· Debt Instruments
· Real Estate
· Alternative Assets
Session 2: Portfolio Construction
· The Investment Policy Statement
· Asset Allocation
· Active vs. Passive Portfolio Construction
· Group Exercise: Constructing different investment portfolios to achieve set target returns
· Portfolio Expected Returns Calculation
· Portfolio Risk (SD, Correlation & Beta)
· Sharpe Ratio & Tracking Error
· Group Exercise: Measuring the performance of different investment portfolios and choosing optimum portfolio for investment
Module Two: Exchange Traded Funds
Session 1: Introduction
· What is an Exchange Traded Funds
· ETFs vs. Individual Securities Investments
· ETFs vs. Mutual Funds
· ETFs vs. Index Funds
· How ETFs Work
Session 2: Types of Exchange Traded Funds
· Passive ETFs
· Actively Managed ETFs
· Stock ETFs
· Bond ETFs
· Industry/Sector ETFs
· Commodity ETFs
· Currency ETFs
· Inverse ETFs
· Leveraged ETFs
Session 3: Specific Aspects of Exchange Traded Funds
· Pors & Cons of ETFs
· Ways of Trading ETFs
· Creation and Redemption
· Dividends & Taxes
Group Exercise: Evaluating the performance of a number of Exchange Traded funds
Session 1: Introduction
· What is Market Making
· Benefits of trading under Market Making
o Benefits to a Stock Market
o Benefits to a Listed Company
o Benefits to a Market Maker
· Types of Trading Orders (Quote-driven vs. order-driven)
· How Market Making works for the Listed Company
· How Market Making works for the Maker
· How Market Making works for the Taker
Session 2: Market Making Tarding Strategies
· Spread Trading
· Market Neutral Tarding
· Order Flow Trading
· Dark Pool Trading
· Scalping
Session 3: Risks & Mitigants Under Market Making Tarding
· Inventory Risk
· Adverse Directional Movements
· Fat Tails
Group Exercise: Volumes & Spreads under a number of MM Trading Strategies
Click here to Register
For registrations send email to elias.geagea@arab-exchanges.org or +961 3 107 423