STAT198

STAT 198 at UC Berkeley | Fall 2020

Introduction to Quantitative Finance

Lecture: Thursday 6-8 PM at Zoom University

Lecturers

Lecturer Alex Kwon

akwon [at] berkeley [dot] edu

Office Hours: Thursday 8-9PM

Lecturer Annie Ouyang

ouyang.annie [at] berkeley [dot] edu

Office Hours: Thursday 8-9PM

Week 1 Overview

Introduction to Quantitative Finance

Week 2 Overview

Asset Valuation and Macroeconomics

Week 3 Overview

Multi-factor Alpha Model

Week 4 Overview

Invited Speaker - High Frequency Trading

Week 5 Overview

Invited Speaker - Options Trading

Week 6 Overview

LEC 6: Quantitative Strategies

Week 7 Overview

LEC 7: Invited Speaker - Market Microstructure

Week 8 Overview

LEC 8: Market Making

Week 9 Overview

LEC 9: Portfolio Optimization

Week 10 Overview

LEC 10: Alternative Data

Homework

Homeworks are due on Thursdays at 6 PM through GitHub.

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Final Project

YOU GOT THIS!

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