Finanzas Cuantitativas

MASTER’S DEGREE IN BANKING AND QUANTITATIVE FINANCE

Through the analysis of the performance and risk consumed by each trader’s operations, we identify those profiles with potential talent to become institutional traders.

Arbitrage

Multiple strategies

Financial options

STUDY PLAN

The MBA in Banking and Quantitative Finance is a practical training opportunity aimed at university graduates and final year students of technical and/or scientific careers, such as Physics, Mathematics, Engineering and related fields who wish to develop their professional career in the field of quantitative finance and Big Data and artificial intelligence technologies applied to markets.

First Quarter

Introduction to the markets
Technical analysis of securities
Trading Systems
Foreign exchange market
Personal Financial Planning
Electives
Stock Trader Internship I

Second Quarter

Portfolio Management
Market Profile y Order Flow
Derivatives I: Options and Futures
Derivatives II: Speculation, arbitrage and hedging.
Organization and management of a trading desk. Risk Manager
Screeners and asset selection
Electives
Stock trader internship IIrácticas de operador bursátil II

Third Quarter

Fundamentals of Quantitative Trading
Programming
Trading with statistical technical analysis
Systems development
System evaluation I
System evaluation II
Programming of trading strategies
Trading Boot Camp

Fourth Quarter

R&D Project Management
Quantitative Finance and econophysics
Computing Finance
Numerical processes and methods
Prediction methods
Optimization Methods
Electives
Master’s thesis

RESEARCH PHASES

It is carried out in an integrated way with academic tutors and active Traders Quants, applying different techniques for the development and innovation in new strategies and investment models based on algorithms.

Arbitrage

These are strategies that although with large capitals may have the problem of possible lack of liquidity, they usually produce a stable profit and low risk, basing their operation on the simultaneous purchase and sale of correlated products by trading their spread.

Multi-strategy

These are those algorithms based on excellent risk management, usually also using hedging. In these strategies, a large number of patterns or patterns that have a positive probability of success in the medium term are used simultaneously, which together, diversified and with an adequate risk management, achieve an optimal risk-return ratio as a result.

Financial options

Financial options and other derivative products are frequently used by hedge funds both for specific strategies and to hedge the risks of others.

MBA in Banking and Quantitative Finance

INVESTMENT PORTFOLIO AND CAREER

The training has an eminently practical approach where the student understands and participates in a simulated way in the main roles of the participants of a negotiation table, following the same scheme of operation that takes place in the management carried out in investment institutions. This allows the student to work as a professional in fund management or to start his activity as a creator of his own regulated investment vehicle.

ANALYST

The role of the analyst is, being knowledgeable about the functioning of the markets, the different stock market assets and investment strategies, to provide operational opportunities to the Trader.

TRADER

Receives investment opportunities from one or more analysts and is the person focused on the action who decides which positions to carry out, hold, cancel or realize.

MONEY MANAGER

Is the person responsible for supervising and facilitating the function of the team of Traders. Control the estimated and limit risk of each Trader individually and of the group as a whole.