MS&E 448 - Big Financial Data for Algorithmic Trading

2019 Announcements

  • The first class meeting for Spring 2019 is on Tuesday April 2nd, 4:30 PM in Littlefield 103.

  • Fill in the application form by Sunday April 7th by 11:59pm after reviewing the projects.

  • Please review the project proposals.

2019 Schedule

  • Week 1: 04/02 First class, Overview of Algorithmic Trading and presentation of projects, forms are due on 04/07 by 11:59pm

  • Weeks 2-9: Group meetings to follow lectures

  • Week 2: 04/09 Groups are announced, lecture on Financial Market Dynamics and Models followed by first individual group meetings

  • Week 3: 04/16 Guest Lecture on RL and Finance (A. Rao)

  • Week 4: 04/23 Guest Lecture on FX Markets (V. Srivastava)

  • Week 5: 04/30 Midterm presentations

  • Week 6: 05/07 Guest Lecture on Portfolio Optimization (E. Busseti)

  • Week 7: 05/14 Guest Lecture on on Hedge Funds (T. Beder)

  • Week 8: 05/21 Guest Lecture on Risk Factors and Risk Management (G. Kapoustin)

  • Week 9: 05/28 Guest Lecture on Deep Learning and Asset Pricing (L. Chen)

  • Week 10: 06/04 Final presentations

  • Week 11: Final reports due on 06/09 by 11:59pm