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Quantitative Investment Seminar Announcement


Quantitative Investment — Practical Lecture on Hedging Stock Portfolio Risks with Stock Index Futures

To consolidate students’ practical capabilities in derivatives and strengthen their skills in quantitative modeling and risk hedging, the School of Economics and Management has invited Assistant Professor TANG KIN BOON from the University of Nottingham Malaysia Business School to deliver a special academic sharing session on quantitative investment. Details are as follows:

1. Speaker

TANG KIN BOON
Assistant Professor of Finance and Economics, Doctoral Programme Coordinator, University of Nottingham Malaysia Business School
Speaker Profile: With over two decades of experience in finance teaching, his core research covers financial markets, derivatives pricing and asset pricing, and he has published abundant academic outputs. He supervises master’s and doctoral students on a long-term basis and has won the University Teaching Excellence Award. He also boasts extensive practical experience in professional financial training and industrial research cooperation, combining solid theoretical research with frontline industry practice.

2. Core Lecture Content

Centered on hedging equity portfolios via stock index futures, this lecture systematically sorts out the full practical framework of quantitative hedging with derivatives.
  1. Fundamental Theoretical Overview
    It elaborates on core underlying concepts of futures hedging and distinguishes applicable scenarios for different futures varieties. Based on Beta coefficient and the CAPM (Capital Asset Pricing Model), the lecture rigorously deduces the formula for calculating the optimal number of hedging stock index futures contracts, establishing the fundamental theoretical logic of quantitative hedging.
  2. Full Practical Case Calculation
    Taking S&P 500 stock index futures as a standard empirical case, real market parameters including total portfolio market value, portfolio Beta and risk-free rate are imported. The step-by-step calculation process is demonstrated, covering the volume of hedging contract positions, expected return of stock portfolios, profit and loss of short futures positions, and the total asset value of portfolios after hedging.
  3. Practical Competence Improvement
    Through complete quantitative calculations, the risk isolation function of stock index futures hedging tools is intuitively illustrated. It demonstrates how derivatives offset overall market fluctuations and eliminate systematic risks of stock portfolios, helping students build standardized quantitative risk control thinking and master practical methods for hedging risks of equity assets.

3. Seminar Information

Time: 14:30 – 15:30, Friday, June 26
Venue: Classroom 3209, Guancheng Campus

4. Registration Channel

Students interested in this quantitative seminar may copy and open the questionnaire link below to complete online registration:
https://v.wjx.cn/vm/QQU1QQg.aspx

5. Participation Guidelines

  1. This seminar is open to all students majoring in finance, economics and management within the school; all interested teachers and students are welcome to attend and exchange ideas.

  2. All participants must complete online registration in advance and present their registration records for admission check on site.

  3. Please arrive at the venue 5 minutes early for check-in. Keep quiet throughout the lecture and bring pens and notebooks to record calculation formulas and key points of practical cases.