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Quantitative Trading

This course listing applies to a Fall 2009 course. To find current courses, check out the Find a Course page.

Fall 2009
BA 198
2 Unit(s)

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About the Course:

Demand for graduates knowledgeable about finance with a quantitative background is high. Working as a quant trader is enjoyable: a typical workday is spent researching technology, behavioral economics, machine learning, or other topics, depending on your own interest; the compensation can be extremely compelling; and the hours are flexible.

In this course, we will cover the basic components of an autonomous software system to trade financial products. Starting from data acquisition and preprocessing, we will move to analysis and signal generation, and then finish with execution through a broker.

 

A few files are included below to give you a better idea of the course's content:

SVM General 2003.pdf is a paper on trading systems similar to the kind we'll be focusing on. 

kellymarkowitz.pdf is a note I'll be sharing in one of the later classes on the equivalence of the two dominant money management schemes.

Syllabus v1....pdf is the syllabus I turned in to start the class. The outline will remain essentially the same but the materials we'll be using are different. This is due to corporate sponsorhip and my thinking that I should simplify the programming aspect. Anyway it should give you a better idea of what we'll cover. 

How to Enroll:

UPDATE: The course is now almost full for upper division students. If you have a lot of experience in the field, tell me and I'll give you one of the last spots. There are also a few more spots for freshman and sophomores. 

 

Call me if you're interested 8508969573. The material requires some background in trading and/or basic programming so we'll just talk for a sec about if this class is what you're looking for. 

Course Contact: maxfdama AT gmail.com

Website: maxdama.com

Faculty Sponsor: Terry Hendershott

Time & Location:

SectionFacilitatorsSizeLocationTimeStartsStatusCCNs
Max Dama
15DwinelleM 4-6pmfull

Uploaded Files:

NameDateSizeTypeActions
Syllabus: Syllabus v1 preliminary - will change.pdfJul 1837kbAdobe PDF (Viewer)View Download
Miscellaneous: SVM General 2003.pdfJul 18343kbAdobe PDF (Viewer)View Download
Miscellaneous: kellymarkowitz.pdfJul 18110kbAdobe PDF (Viewer)View Download

Course info last modified August 25, 2009. This page has been viewed 4897 times.

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