Quant Finance (Statistical Models of the Stock Market)
In this course we will learn about quantitative finance and the stock market specifically. We will focus on how the stock market works and what it means to be a “quant”. Students will use Matlab extensively or another statistical package to build models that predict future stock movements. Morning lectures/discussions will focus on the workings of the stock market and the inefficiencies that might be present. In afternoons “lab” sessions and as “homework” students will work by themselves or in teams (with the instructor’s help) to build actual models of future stock prices. Students will learn not only how to build those models but also how to evaluate how effective they are. It would be very useful if the interested student had some previous coding experience or took a matlab tutorial before the class starts. (BIOL 0211 or CSCI 0145 or CSCI 0150 or ECON 0210 or MATH 0116 or PSYC 0201 or STAT 0116 or Instructor Approval)

Scott Smallwood has worked in the hedge fund field for 15 years and is currently running his own small quantitative hedge fund./