MIT: Independent Activities Period: IAP

IAP 2015 Activities by Sponsor - Da Wang

A glimpse of quantitative investment management

Da Wang, Gregory Wornell

Enrollment: Limited: Advance sign-up required
Attendance: Participants must attend all sessions

[ Please sign-up by filling out the form at ]

This is a hands-on short course that aims to answer the following questions:

1. What is quantitative investment management?
2. What is the research process for quantitative investment management?
3. How can one develop a quantitative investment strategy?

A few common quantitative investment strategies will be introduced, and examples are given via open data and open source tools. A key part of this course is the mini take-home project, for which feedback will be provided.


1. programming: Python, MATLAB, R, etc.. 
2. basic knowledge of financial markets (stock, bond, etc.)
3. disbelief of the efficient market hypothesis (or don't know what it is)
4. curiosity




Overview of quantitative investment

Add to Calendar Jan/20 Tue 07:00PM-09:00PM 32-124

Da Wang

Quantitative research examples

Add to Calendar Jan/21 Wed 07:00PM-09:00PM 32-124

Da Wang