Fall 2024 Mathematics GR5220 section 001

QUANT MTHDS IN INVESTMENT MGMT

QUANT MTHDS IN INVESTMENT

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 12:05PM Sunday, December 8, 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