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ECON 3382 Introduction to Computational Investing (Fall: 4 )

Course Description

In this course, students develop skills automate an investment strategy. The first third of the course covers programming skills (Python), market structure, and portfolio evaluation. The second third covers optimization and commonly used strategies. In the final third, we cross-evaluate student projects and discuss theory behind applications. Students work on a group project after the first third of the course. By the end of the course, successful students are able to write and evaluate fully functional programs on an online trading platform. Please show up in class if you are interested but cannot register or do not meet the requirements. Traditionally, all interested students have been able to eventually register. This is not a course that promotes quantitative investing. It is an immersion to acquire the universally useful skills required to automate investments. The lab session is mandatory. Juniors encouraged to enroll. Course offered in the Fall only.

Instructor(s): Tzuo Law

Prerequisites: Must have successfully completed ECON2201 or ECON2203, and ECON 2202 or ECON 2204, Micro and Macro Theory and must have successfully completed ECON2228, Econometrics.

Cross listed with:

Comments: Mandatory two-hour lab required with course, which meets M 6-8.

Last Updated: 11-Apr-17