15 460 - Analytics of Finance II

Institution:

Massachusetts Institute of Technology

Subject:

Description:

Covers the practical aspects of the analytics of finance from the perspective of a quantitative investment manager. Considers investment strategies, backtest simulation, data and computational architecture, portfolio construction, trading implementation, and risk management within the context of a specific quantitative equity trading strategy. Study of these topics follows the natural sequence of research, development, testing, and implementation. Emphasizes financial applications, but also covers mathematical and statistical techniques in some depth, along with their computational implementation in software.

Credits:

4.00

Credit Hours:

Prerequisites:

Prereq: 15.401, 15.414, or 15.415

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

web.mit.edu/student/

Phone Number:

(617) 253-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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