Hedge Fund Strategies Program – Curriculum

Curriculum Overview

The curriculum provides a structured examination of hedge fund methods, risk frameworks and capital allocation techniques. Instruction addresses the analytical foundations of fundamental, systematic and multi strategy approaches.

Module Structure

The curriculum is delivered online through twelve modules with lectures, readings, analytical assignments and case evaluation.

Modules

Module 1.

  • Hedge Fund Industry Overview
  • Strategy groups
  • Economic role
  • Investor structure
  • Regulatory considerations
Module 2.

  • Return Drivers and Market Structure
  • Return sources
  • Factor concepts
  • Market behavior
  • Economic influences
Module 3.

  • Fundamental Strategies
  • Security selection
  • Catalyst identification
  • Risk considerations
  • Valuation review
Module 4.

  • Systematic and Quantitative Strategies
  • Quantitative signals
  • Model design
  • Portfolio rules
  • Scenario considerations
Module 5.

  • Relative Value and Event Driven Approaches
  • Arbitrage concepts
  • Spread evaluation
  • Event pathways
  • Risk analysis
Module 6.

  • Macro Strategies
  • Rates
  • Currencies
  • Commodities
  • Global influences
Module 7.

  • Portfolio Construction
  • Position sizing
  • Diversification
  • Leverage considerations
  • Risk budgeting
Module 8.

  • Risk Frameworks
  • Volatility
  • Drawdown analysis
  • Correlation
  • Stress testing
Module 9.

  • Liquidity and Market Structure
  • Liquidity evaluation
  • Execution
  • Market conditions
  • Portfolio implications
Module 10.

  • Performance Evaluation
  • Attribution
  • Benchmarking
  • Outcome considerations
  • Return profile analysis
Module 11.

  • Capital Allocation
  • Strategy mix
  • Scaling
  • Capacity considerations
  • Institutional preferences
Module 12.

  • Integrated Case Study
  • Multi strategy evaluation
  • Risk framework construction
  • Portfolio design
  • Performance review
Assessment

Assessment includes analytical assignments, risk modeling exercises and a final integrated case requiring full portfolio analysis.

Learning Outcomes

Participants completing the curriculum will be able to:

  • Evaluate hedge fund strategies using analytical frameworks
  • Assess risk and design structured risk controls
  • Construct multi strategy portfolios
  • Interpret return drivers and performance implications
  • Apply structured methods for capital allocation