INTD1212A-W20
Stats Models of Stock Market
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 afternoon 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. Previous coding experience or taking a Matlab tutorial before the class starts is useful, but not required.
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 afternoon 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. Previous coding experience or taking a Matlab tutorial before the class starts is useful, but not required.
- Term:
- Winter 2020
- Location:
- 75 Shannon Street 203(75SHS 203)
- Schedule:
- 10:30am-12:30pm on Monday, Wednesday at 75SHS 203 (Jan 6, 2020 to Jan 31, 2020)
1:00pm-3:00pm on Tuesday, Thursday at MBH 117 (Jan 6, 2020 to Jan 31, 2020) - Type:
- Lecture
- Instructors:
- Scott Smallwood
- Subject:
- Interdepartmental
- Department:
- Interdepartmental
- Division:
- Interdisciplinary
- Requirements Fulfilled:
- WTR
- Levels:
- Undergraduate
- Availability:
- View availability, prerequisites, and other requirements.
- Course Reference Number (CRN):
- 11399
- Subject Code:
- INTD
- Course Number:
- 1212
- Section Identifier:
- A