MGMT 638: DATA-DRIVEN INVESTMENTS EQUITY
Fall 2023 · Section 001 · CRN 15911
This course provides an introduction to quantitative equity management. Quantitative management means trading on signals that can be constructed and tested on large panels of stocks. Many different data sources are used to generate trading signals. In this course, we illustrate concepts using predictors formed from corporate fundamentals, past prices, analyst forecasts, and earnings surprises. We discuss the full process of quantitative management, from preliminary analysis of signals to training models to backtesting and strategy assessment.
- Credits
- 1.5
- Instructors
- Kerry Back