Workshop on building Factor investing strategies by Kshitiz Jain, CFA | Indore
- October 5, 2024
- 2:00 pm - 6: 00 pm IST
- Hotel Winway Indore
- Date: Saturday, 05th October 2024
- Time: 02:00 p.m. to 6:00 p.m.
- Venue: Hotel Winway Indore
- CFA Society India Members: Free
- CFA Charter Pending: 500 INR (all-inclusive)
- CFA Program Candidates: 500 INR (all-inclusive)
- Others: 1000 INR (all-inclusive)
The CFA Society India is delighted to extend an invitation to you for Workshop on building Factor investing strategies featuring Kshitiz Jain, CFA, VP Trading, Shriram Finance Limited.
Session synopsis:
The workshop will delve into the world of Factor Investing, with a specific emphasis on designing strategies.
The workshop will cover:
1. Basics of Factor investing
2. Introduction to Multifactor Investing
3. Designing and backtesting simple Factor Investing strategies
4. Live performance Tracking of strategies
Additional details about the session
1. We would be using Amibroker software, Google sheet, and Screener.in during the workshop.
2. We would be using Amibroker software for the backtesting purpose by coding in AFL. Participants can download – Amibroker 6.00 – 32bit version from the website. (Free download – https://www.amibroker.com/down… )
3. Amibroker Database – We would be using a paid database for NSE/BSE database for backtesting. There are multiple data vendors available for Amibroker. However, participants can download and import NSE Bhavcopy in Amibroker but it requires manual work. This is not a necessary step, can be done after the workshop, the idea of the workshop is to learn the process and it can be replicated later with the actual database.
Reading Material
We will be covering a basic idea about what is factor investing, returns associated with factor strategies, and drivers of factor performance, and will also touch on multifactor strategies during the workshop. So, the participants are not required to pre-read anything. However, interested participants can read this wonderful article on the story of Factor-based Investing by S&P.
(Link: https://www.spglobal.com/spdji… )
Event Details:
Registration Fees:
We look forward to your participation in this enlightening workshop.
Kshitiz Jain, CFA
Kshitiz is currently playing a pivotal role in establishing the Primary Dealership (Fixed Income desk) division at Shriram Finance. Prior to joining Shriram Finance this year, Kshitiz was spearheading the direct equity vertical at CAGRwealth. Factor investing has been an area of keen interest for Kshitiz for the last few years, and he was managing fundamental and factor based investing strategies at CAGRwealth. He is also an active volunteer with CFA Society India and is currently the Co-Chair of Research and Advocacy Committee. Kshitiz has an MBA from IIM Bangalore and a B. Tech degree from IIT Roorkee. He is a CFA Charter holder and Financial Risk Manager (FRM).
Kshitiz Jain, CFA
Kshitiz is currently playing a pivotal role in establishing the Primary Dealership (Fixed Income desk) division at Shriram Finance. Prior to joining Shriram Finance this year, Kshitiz was spearheading the direct equity vertical at CAGRwealth. Factor investing has been an area of keen interest for Kshitiz for the last few years, and he was managing fundamental and factor based investing strategies at CAGRwealth. He is also an active volunteer with CFA Society India and is currently the Co-Chair of Research and Advocacy Committee. Kshitiz has an MBA from IIM Bangalore and a B. Tech degree from IIT Roorkee. He is a CFA Charter holder and Financial Risk Manager (FRM).
2 PLCFA Institute members can claim PL credit by providing their CFA Institute ID number when registering. |
 Global Passport Accredited Programme Allows members of participating CFA societies to attend each other's society events at the local member price |