| Call Number | 11887 |
|---|---|
| Day & Time Location |
R 7:40pm-10:00pm 312 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Alberto Botter |
| Type | SEMINAR |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: Knowledge of statistics basics and programming skills in any programming language. Surveys the field of quantitative investment strategies from a buy side perspective, through the eyes of portfolio managers, analysts and investors. Financial modeling there often involves avoiding complexity in favor of simplicity and practical compromise. All necessary material scattered in finance, computer science and statistics is combined into a project-based curriculum, which give students hands-on experience to solve real world problems in portfolio management. Students will work with market and historical data to develop and test trading and risk management strategies. Programming projects are required to complete this course. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 38 students (50 max) as of 12:06PM Tuesday, December 3, 2024 |
| Subject | Mathematics |
| Number | GR5220 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Note | Priority to MAFN Students. Open to Stats 9/9 and Univ. 9/11 |
| Section key | 20243MATH5220G001 |