• New Cohort: 2019-20 ASAM Syllabus
• Old Cohort: 2018-19 ASAM Syllabus

• ASAM Private Google Group, 2019-20
• ASAM Private Google Group, 2018-19

• Introduction to Backtesting
• Fama-Macbeth X-Sect Method
• Black-Jensen-Scholes-Fama-French Time-Series Method
• Translating Signals Into Investments
• Simulating A World For BJSFF Tests
• Further Considerations and Conclusion

• Performance Updates Guidelines
• Basic Performance Evaluation

1. Finish up learning data (CRSP, Compustat)
2. Finish up learning programming (Python, perhaps R)
3. Explore investment signals using Fama-Macbeth techniques
4. Start thinking about and implementing investment strategies using BJSFF techniques

It is not necessary to settle on a final strategy. It is necessary to be prepared for being prepared with programs to run such analyses. You will need to explore many investment variations in Fall.