Hedge Funds with Andrea Frazzini, Advisory Board Member

This Spring semester, Andrea Frazzini, ICF Advisory Board Member, taught a course on Hedge Fund Strategies. The class, co-taught with Israel Ronan, describes some of the main strategies used by hedge funds and proprietary traders and provides a methodology to analyze them. In class and through exercises and projects, the strategies are illustrated using real data, and students learn to use “backtesting” to evaluate a strategy.