Introduction to Quantitative Finance I
Quantitative finance is a notoriously secretive industry. In this course we take a peek behind the curtains, using industry grade techniques, and real world data sets. Projects focus on applying knowledge learned in technical courses, and give students a chance to demonstrate their skills, and work on real projects that quantitative analysts have engaged in over the years. The course culminates in a final research project and presentation, under the guidance of both academic faculty and Wall Street professionals. No prerequisites are required, but APMA 1650 and CSCI 0200 (or equivalent) are highly recommended.
Course Advisors: Advay Mansingka and Spencer Kwon
Course Coordinators: Alan Wang, Ghali Maata, Ryan Eng
Essential Links
Assignments
Project 0 due 9/24 @ 6pm (Submit here)
Project 1 due 10/8 @ 6pm (Submit here)
Project 2 due 10/12 @ 6pm
Project 3 Round 1 due 10/29 @ 6pm
Project 3 Round 2 due 11/5 @ 6pm
Project 3 Round 3 due 11/12 @ 6pm
Final Project
Project proposal due 10/15!
Project handout to be posted soon
Let us know if there’s anything in particular you would like to work on, so that we can get you the data/resources!