Big Data in Finance

Course Code
FIN 342
Hours
3 hours
Type
Elective
Offered
  • Fall 18
  • Fall 20
Prerequisites
FIN 300 or 302

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.

Taught By
Jason Hall
  • Lecturer I in Business
Jason's research into equity valuation and the cost of capital has led to 15 publications and been relied upon by corporations listed on the...