Lecture

See Syllabus for more information.

• LEC 1: Introduction to Quantitative Finance
• LEC 2: Asset Valuations and Macroeconomics
• LEC 3: Multi-factor Alpha model
• LEC 4: Invited Speaker - High Frequency Trading
• LEC 5: Invited Speaker - Options Trading
• LEC 6: Quantitative Strategies
• LEC 7: Invited Speaker - Market Microstructure
• LEC 8: Market Making
• LEC 9: Portfolio Optimization
• LEC 10: Alternative Data
• LEC 11: Careers in Quantitative Finance
• LEC 12: Thanksgiving Break
• LEC 13: Final Presentations

Homework

Homeworks are due on Thursdays at 6 PM through GitHub.

• Homework 1
• Homework 2
• Homework 3
• Homework 4
• Homework 5
• Homework 6
• Homework 7
• Homework 8
• Homework 9
• Homework 10
• Homework 11
• Homework 12

Final Project

YOU GOT THIS!