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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. 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. Course offered in the Fall only. Sophomores and juniors are highly encouraged to take this course. If the course is full, simply show up in class and the instructor will sort things out. There are no formal requirements.


Instructor(s): Tzuo Law

Prerequisites: None

Cross listed with:

Comments: Mandatory two-hour lab required with course, which meets T 7-9.


Last Updated: 20-Mar-18