Computational Investing, Part I

Syllabus
Week 1
Portfolio Management and Market Mechanics
Course Overview
Portfolio Management
Market Mechanics
Interview with Paul Jiganti
Review
Quiz: Portfolio Management and Market Mechanics
Week 2
Company Worth, Capital Assets Pricing Model and QSTK Software Overview
What is a Company Worth?
Capital Assets Pricing Model
Installing QSTK Software
Review
Quiz: Install QSTK
Week 3
Manipulating Data in Python and QSTK
Manipulating Data in Python with Numpy
Manipulating Data in QSTK
Interview with Tom Sosnoff
Quiz Preparation: Analyze and Optimize a Portfolio
Review
Quiz: Assess and Optimize a Portfolio
Week 4
Efficient Markets Hypothesis and Event Studies, Portfolio Optimization and the Efficient Frontier
Efficient Markets Hypothesis
Event Studies
Portfolio Optimization and the Efficient Frontier
The Efficient Frontier
Quiz Preparation
Review
Quiz: Event Studies
Week 5
Digging into Data
Digging into Data
Quiz Preparation
Review
Quiz: Build a Market Simulator
Week 6
The Fundamental Law, CAPM for Portfolios
The Fundamental Law
CAPM for Portfolios: Managing Market Risk
Quiz Preparation
Review
Quiz: Event Study into Simulator
Week 7
Information Feeds and Technical Analysis
Information Feeds and Technical Analysis, Part 1
Information Feeds and Technical Analysis, Part 2
Review
Quiz: Implement Bollinger Bands
Week 8
Jensen’s Alpha, Back Testing and Machine Learning
Jensen’s Alpha and Back Testing
Brief Introduction to Machine Learning
Review
Quiz: Event Study with Bollinger Bands
Quiz: Bollinger Band-based trading