Financial Analytics

Catalog description

Advanced course examining the use of big data analytics in finance. The focus will be on the application of these tools in the areas of asset management and equity valuation. Topics covered include risk-return tradeoff, financial intermediaries in asset management (e.g., mutual funds, hedge funds, etc.), stock valuation models, and using financial statement information in stock selection / asset management. Students will complete a semester-long project involving data analysis (e.g., write an equity research report on a publicly traded U.S. firm, backtest an investment strategy, etc.).