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?

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

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