Quantitative Finance
Fall 2011
Math 98/198
2 Unit(s)
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About the Course:
This course is designed as an introduction to automated trading system design. Many students trade during their spare time in college. However, many do so in an ad-hoc way without a statistically sound risk management strategy or rigorous historical backtests. This course presents frameworks and tools to wrap around any black box trading strategy to maximize returns and minimize draw-downs and variance. Overview of the financial engineering industry is also presented for students who wish to pursue a career in quantitative trading.
How to Enroll:
Please email either course facilitators for enrollment:
Han Wang
hanwang@berkeley.edu
Wayne Wang
waywang@berkeley.edu
Pre-reqs:
Stat 134
Math 54
All programming assignments will be in MATLAB
Course Contact: hanwang AT berkeley.edu
Faculty Sponsor: John A. Strain
Time & Location:
| Section | Facilitators | Size | Location | Time | Starts | Status | CCNs |
|---|---|---|---|---|---|---|---|
| Section 1 | Han Wang | 20 | 3 Evans | W 7p-9p | 9/07 | full | — |
Uploaded Files:
| Name | Date | Size | Type | Actions |
|---|---|---|---|---|
| Syllabus: Math 198_syllabus.pdf | Aug 16 | 37kb | Adobe PDF (Viewer) | View Download |
Course info last modified September 8, 2011. This page has been viewed 2860 times.