Investa Insights’ Post

We’re excited to announce a new partnership between Bocconi Students Investment Club and Hephaestus!  Over the course of this semester, we will join forces for a research project on machine learning portfolio construction and optimization. In the first phase of the portfolio construction, we will be using Machine Learning techniques to predict the stock direction of the S&P 500 constituents. In the second part we will focus on portfolio optimization, comparing the performance of the classic Markovitz Mean-Variance Optimization with a Mean-Entropy Minimization approach. Stay tuned for more updates! #bsic #hephaestusAI #bocconi #club #investing #banking #finance #financeclub #portfoliooptimization #machinelearning

We maintain close and strong links with academic research. In the last module of his lecture, Peter Oertmann will also tell his students about our practical experience at Ultramarin in the application of AI in equity selection. #ultramarin #quant #investing #machinelearning #artificialintelligence #ai #assetmanagement

🚀📈 Join the Thrill of the Young Investors Challenge! 🌐✨ *Calling all Young Investors Students!* 🎓💼 Dive into the world of stocks, make strategic trades, and unleash your financial prowess in the Young Investors Challenge! 📊💹 🌟 Are you ready to embark on an exhilarating journey into the world of stock market trading? Introducing the Young Investors Challenge – the ultimate stock market trading simulation designed exclusively for tertiary students! 🌟 🔥 Ignite your passion for investing, sharpen your trading skills, and compete against your peers in a simulated trading environment where you can buy, sell, and trade virtual stocks to earn impressive returns! 🔥 🏆 Compete for exciting prizes, gain valuable insights from industry experts, and elevate your investment game to new heights! 🏆 💡 Don't miss this golden opportunity to experience the thrill of the stock market, expand your knowledge, and connect with like-minded individuals who share your enthusiasm for investing! 💡 https://lnkd.in/eHAsxYH3 #YoungInvestorsChallenge #StockMarketSimulation #TertiaryStudents #InvestmentCompetition #IgniteYourPassion 🚀📈🔥

I am proud to announce that my research thesis, titled "Mutual Fund Fee Structure with Deceptive Features," has been selected among the top 5 theses at Université catholique de Louvain to compete for the prestigious #ADEL Prize (Association des Économistes de Louvain). Developed in collaboration with Università Bocconi, Université catholique de Louvain and Université de Namur as part of a Double Degree Program, this research introduces a model analyzing how #shroudedfees in mutual funds impact investor behavior and fund profitability when investors are subject to #cognitivebiases. By extending the standard Capital Asset Pricing Model #CAPM to incorporate the effects of deceptive fee structures on decaying investor awareness and fund profit maximization, I modeled how these strategies affect both short-term gains and long-term stability. Key findings include: • A greater reliance on shrouded fees can boost short-term profits but undermines long-term sustainability and leads to higher profit volatility. • Transparent fee structures promote stable profitability and enhance fund longevity. While offering novel insights into the literature, this work remains grounded in practical applications, providing actionable guidance for fund managers. Specifically, shrouded fee models may be more effective in multi #subfund organizations with unsophisticated investors and segregated portfolio structures. These strategies can also be applied to Special Purpose Vehicles #SPVs for #assetsecuritization, joint ventures, and other limited lifespan financial vehicles. #ADELPrize #MutualFunds #HedgeFunds #QuantitativeFinance #BehavioralFinance

📊 𝗠𝘆 𝗦𝘁𝗼𝗰𝗸 𝗠𝗮𝗿𝗸𝗲𝘁 𝗟𝗲𝗮𝗿𝗻𝗶𝗻𝗴 𝗝𝗼𝘂𝗿𝗻𝗲𝘆 𝘄𝗶𝘁𝗵 Equity Pathshala 📊 I am thrilled to share my incredible learning experience with Equity Pathshala, under the guidance of the exceptional mentor, Mehul Palan. Starting from May, this journey has been nothing short of transformative. Mehul, an National Institute of Securities Markets (NISM) certified teacher, has a unique talent for simplifying complex stock market concepts using day-to-day life examples. His practical approach not only covers theoretical knowledge but also focuses on real-market implementation. His continuous support and availability to clarify any doubts have made this learning experience truly enriching. 📚 𝗞𝗲𝘆 𝗟𝗲𝗮𝗿𝗻𝗶𝗻𝗴𝘀: •𝗜𝗻𝘃𝗲𝘀𝘁𝗺𝗲𝗻𝘁 𝗦𝘁𝗿𝗮𝘁𝗲𝗴𝗶𝗲𝘀: Understanding different approaches and strategies for investing in equity. •𝗙𝘂𝗻𝗱𝗮𝗺𝗲𝗻𝘁𝗮𝗹 𝗔𝗻𝗮𝗹𝘆𝘀𝗶𝘀: Techniques for evaluating a company's financial health and potential for growth. •𝗧𝗲𝗰𝗵𝗻𝗶𝗰𝗮𝗹 𝗔𝗻𝗮𝗹𝘆𝘀𝗶𝘀: Tools and methods for analyzing stock price movements and trends. •𝗥𝗶𝘀𝗸 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁: Strategies for minimizing investment risks. •𝗦𝘁𝗼𝗰𝗸 𝗦𝗰𝗿𝗲𝗲𝗻𝗶𝗻𝗴: Using screeners to identify potential investment opportunities based on specific criteria. •𝗧𝗿𝗮𝗱𝗶𝗻𝗴 𝗣𝗿𝗲𝗽𝗮𝗿𝗮𝘁𝗶𝗼𝗻: Steps to prepare for making trades, including research and analysis. I’ve compiled my notes and insights from this course, which you can explore here: https://lnkd.in/eRZ7UA9J I'm also proud to share that upon completing this course, we received a certification, marking a significant milestone in my stock market education. Equity Pathsala and Mehul Palan have truly made a lasting impact on my understanding of the stock market, and I highly recommend this course to anyone looking to deepen their knowledge. #StockMarket #InvestmentStrategies #FundamentalAnalysis #TechnicalAnalysis #RiskManagement #StockScreening #TradingPreparation #LearningJourney #EquityPathsala

Applications are now open for the 2025 Turner Impact Portfolio Challenge! Turner Impact Portfolio Challenge (TIPC) participants will work with a team of fellow graduate students to construct an ideal portfolio for an ESG-conscious investor, competing against teams from business schools across the country for the opportunity to pitch their presentation to industry professionals. All graduate students currently enrolled in a US university are eligible to apply to compete. A degree or background in finance is not a necessary requirement to participate in TIPC. However, an understanding and interest in the modalities of how capital can be better aligned to social impact is crucial. The Challenge is designed to marry the rigor of investment management to high, positive impact. Join more than 150 students spanning over 35 teams from 15 universities in this year’s challenge. Applications are now open and will close on October 8, 2024, 11:59 p.m. ET. Learn more: whr.tn/4gafdK2 Apply to participate in this year's competition: bit.ly/3T9UxYH The Wharton School #WhartonESG #ImpactInvesting #PortfolioConstruction #TurnerImpactPortfolioChallenge

I had an amazing time on my podcast talking with David Shimko about valuations and his new venture of Wall Street Scholars. David always makes me rethink what I know and his understanding of valuing assets from a very broad yet practice view is refreshing (hint the CAPM is a special case and often doesn't work in practice). Wall Street Scholars is a unique consulting group which brings together experts to solve hard problems that firms haven't been able to solve by bringing in those with academic and industry experience. They are also working on developing the next generation of quants through a research review process (students, this is an amazing opportunity to make a name for yourself and build your resume). Besides the industry experience from Rama CONT, Raphael Douady, Robert Benhenni, Nadia Babaei, Brett M. Friedman, Stephen Figlewski, Frederic Siboulet, MSc, CAIA, CQF, ARPM, and Amine Aboussalah Wall Street Scholars can also use their network to bring in experts if they don't have the experience on that specific problem. #valuations #finance #quant #datascience #machinelearning #ai #banking #validation #fintech #riskmanagement https://lnkd.in/gsvrwyKT

My partners and I have officially launched the Stock Exchange Club (SEC) on LinkedIn! 🎉 As one of the founders, I am thrilled to share our new page with my network. #StockExchangeClub #SEC #ESCP #Finance #Investing #StockTrading #StudentOrganization #FinancialEducation #Networking #ProfessionalDevelopment #StudentLife

I went to the movies yesterday ... on work time! Tune out the Noise is a story that is beautifully presented by Academy Award-winning filmmaker Errol Morris. It is about how finance became a science and challenged the traditional methods of investing. That, in turn, led to the invention of index funds, and the founding of Dimensional Fund Advisors (DFA). Developed by a group of extremely bright, talented academics, including Nobel Prize laureates, some of whom I learnt about at university, these academics brought their research findings into the real world, and today my clients and I can save and invest for retirement using these principles. But research never stops in the pursuit of understanding where returns come from. In addition to having a huge internal research team (with 110+ researcher across six offices and 20 PhDs), DFA supports and sponsors robust, innovative financial research being conducted by leading academics around the world. Successful investing is not speculating about the future. An evidence-based, academic approach uses data from the past to create robust models about what could reliably and persistently happen in the future. It's not about picking winners or trying to time markets ... that's called guessing. #investments #retirementplanning #independentfinancialadviser

🎉 Exciting News! 🎉 I'm thrilled to share that I recently had the honor of leading a talented team to victory in the Applied Finance Outclass Challenge, a part of the Investment Camp - March '24. Arushi Mahajan Ritvik Kapoor Darshan Agarwal Our challenge was to create and manage a virtual portfolio with an initial investment of ₹1 CR. Through meticulous research, sectorial data analysis, and technical assessment, we not only met but exceeded our target, generating a return of 20%. This achievement not only tested our analytical skills and financial acumen but also highlighted the importance of teamwork and strategic planning. As the team leader, I was responsible for diving deep into sectorial data and news, alongside conducting the technical analysis of our portfolio constituents. This experience was not only a test of our technical abilities but also a significant learning curve, allowing us to apply theoretical knowledge in a practical, competitive environment. This achievement is a testament to the hard work, dedication, and spirit of collaboration that each team member brought to the table. Winning the first place in such a competitive challenge is a proud moment for us all. I'd like to extend my heartfelt gratitude to my team members, our mentors, and the organizers at Master Camp for providing us with this incredible learning opportunity. Here's to many more successes and learning experiences in the future! Masters' Union #AppliedFinance #InvestmentCamp #TeamSuccess #FinanceChallenge #PortfolioManagement #Leadership #Achievement