Inside the Student Competition to Create an Index

The video discusses a course at Rutgers University focused on indexing, introduced by David Krein. The course combines quantitative finance with fundamental stock analysis, requiring students to have a background in math and statistics. Students undertake comprehensive projects to create indices, learning about modern portfolio theory and rules-based methodologies. A highlighted project involved creating a multi-factor Asia Pacific index, which was tested against the S&P Global Smallcap 600 index. The course emphasizes learning through practical application, with industry representatives evaluating student projects.

What criteria were used to evaluate the different teams' index strategies?

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How did the students demonstrate their understanding of indexing through their projects?

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What potential real-world applications were discussed for the index created by the students?

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