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 http://goo.gl/forms/AU12wpe7B3 ]
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.
Pre-requisites:
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
Contact: Da Wang, DAWANG@ALUM.MIT.EDU
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Jan/20 | Tue | 07:00PM-09:00PM | 32-124 |
Da Wang
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Jan/21 | Wed | 07:00PM-09:00PM | 32-124 |
Da Wang