Applied Financial Technology

Title Applied Financial Technology (52560)
Quarter Autumn 2020
Instructor Dylan Hall (dmhall23@cs.uchicago.edu)
Website

Syllabus *This class will be available in person and online. The in-person component will be available for those students that can and want to come to campus. In-person sessions are not mandatory. This class can also be completed remotely.*

Applied Financial Technology utilizes software to tackle real-world problems in the world of finance.  Through hands-on modules, we will focus on two main financial assets 1) public equity (stock) research and trading strategies and 2) fixed income research and valuation through the analysis of mortgage loans.  The class will expose students to equal parts financial theory and technology using real world data.  Technologies will include SQL database, Python dataframes, columnar datasets and javascript.  Baseline code will be provided and students will be expected to improve upon through their own efforts and creativity to deliver two projects, including their own stock trading algorithm.  Given the format, students should be comfortable building upon provided code and working to improve upon it, specifically for databases and scripting languages.  Students should also be motivated by the open-ended nature of the projects that will require an interest in learning and applying financial theory in real life settings.
Prerequisites (Courses)

Core Programming

Prerequisites (Other)

Interest in finance and data.

Satisfies

Elective

Time

Tuesday 5:30-8:30 PM

Location

JCL 011