FIN-445 Quantitative Analysis and Trading of Financial Instruments
The course will augment and extend students finance skills, tools and concepts learned in core finance and investment courses and blend the theory with real world application. The course utilizes the Chartered Financial Analyst Institute Investment Series textbook to facilitate the mastery of quantitative methods, data analytics and their application in todays investment process for stocks, bonds, futures and options. In addition to review of time value of money, discounted cash flow and statistical/probability analysis, the course will cover advanced concepts such as correlation and regression and their real world application in finance and investments. An important part of the course will be the ability to distinguish useful information from the overwhelming quantity of available data. Additional topics will include valuation methods/models, quantitative investment strategies, technical analysis, trading strategies & execution of transactions, quantitative/algorithmic & high frequency trading. Material will be reinforced with hands-on application of utilizing real time trading and market data platforms. Microsoft Excel, applications utilized in the financial industry, statistical/mathematical and programming platforms will be used extensively throughout the course. Guest speakers will be scheduled to speak about certain topics and their experiences.
Prerequisite
Student has completed all of the following course(s) FIN 315 - Principles of Investments
Offered
Fall