Big Data in Finance
- Fall 18
Big Data in Finance --- This course aims to facilitate the acquisition of skills that are useful in quantitative asset management. The course starts from basic portfolio theory and then reviews basic quantitative investment strategies (such as value, growth, momentum, and carry strategies). Students then develop, back-test, and evaluate trading strategies in a portfolio context, both in a domestic and an international context, as well as in a multi-asset framework covering equities, bonds, and commodities. Finally, we cover the real-time use of non-standard data sources.