Forex? - Page 2

Week 1

Module 1: Course Overview
Video 11: Learning objectives of for the course
Who is this course for?
Logistics
Instructor background
Module 2: So you want to be a fund manager?
Video 21: Module learning objectives
Viewpoint of course
Incentives for portfolio managers
Two main types of hedge fund
Video 22: Common metrics for assessing fund performance
Annual return
Risk
Reward/Risk
Video 23: Common metrics for assessing fund performance
Sharpe Ratio
Video 24: Demo
Download historical data
Manipulate historical data in Excel
Module 3: Market Mechanics
Video 31: Module objectives
Major order types
The order book
How market orders drive prices up and down
Live example
Video 32: Order book recap
How orders flow from trader to execution
Colocated computing
Mechanics of short selling
Video 33: How hedge funds exploit market mechanics
Order book-based trading
Arbitrage
Video 34: The computing inside a hedge fund
Trading algos
Optimizers
Forecasters
QUIZ: Market Mechanics
Week 2

Module 1: What is a Company Worth?
Video 41: Intrinsic value: Value of future dividends
Video 42: How and why news affects prices (Event Study)
Video 43: Fundamental analysis of company value
Module 2: Capital Assets Pricing Model
Video 71: Capital Assets Pricing Model
Video 72: CAPM: What is Beta
Video 73: How Hedge Funds use CAPM
Module 3: QSTK Software Overview
Video 61*: QSTK software overview
Video 62*: Installing prerequisites for Mac, Ubuntu or Windows
Video 63*: Installing QSTK on Mac or Ubuntu
Video 65: Testing QSTK on Mac or Ubuntu
Video 66: Testing QSTK on Mac or Ubuntu Continued
Video 81*: Installing QSTK on Windows
Video 82*: Testing QSTK on Windows
Homework 0: Install QSTK
Week 3

Module 1: Manipulating Data in Python with Numpy
Video 51*: Numpy Part 1
Video 52*: Numpy Part 2
Video 53*: Numpy Part 3
Module 2: Manipulating Data in QSTK
Video 171*: QSTK Part 1
Video 172*: QSTK Part 2
Module 3: Homework 1: Analyze a Portfolio
Video 181*: Homework 1 Overview
Video 182*: Homework 1 Example Output
Homework 1: Create and analyze a portfolio
Week 4

Module 2: Efficient Markets Hypothesis and Event Studies
Video 91: Where does information come from? Arbitrage: Difference between real value and market price
Video 92: 3 Versions of Efficient Markets Hypothesis. Is EMH True?
Video 93: Event Studies
Video 94: Event Studies Code Demo. Homework 2 Defined.
Homework 2: Event Studies
Week 5

Module 1: Digging Into Data
Video 121: Module Objectives and Overview (Review of the "Correct Answers" to the $5 Event Studies, Survivor Bias)
Video 122: Actual vs Adjusted Prices (Dividends & Splits)
Video 123: Data Scrubbing (Checking for Sanity)
Module 2: Overview of Homework 3
Video 131: How Next Two Homeworks Fit Together
Video 132: Specification for Homework 3
Video 133: Suggestions on Implementation of Homework 3
Homework 3: Build a Market Simulator
Week 6

Module 1: Overview of Homework 4
Module 2: The Fundamental Law
Module 3: CAPM for Portfolios: Managing Market Risk
Video 141: CAPM recap, overview for portfolios
Video 142: Example use of CAPM for long/short bet removing market risk
Homework 4: Event Study into Simulator
Week 7

Module 1: Technical Analysis
Video 191*: Intro to Technical Analysis
Video 192*: Some Example Technical Indicators
Video 193*: Bollinger Bands
Module 2: Portfolio Optimization and the Efficient Frontier
Video 111: Module Objectives and Overview
Video 112: The Inputs and Outputs of a Portfolio Optimizer
Video 113: The Importance of Correlation and Covariance (in daily returns)
Video 114: The Efficient Frontier
Video 115: How Optimizers Work (In general, not just for portfolios)
Module 2: Digging Into Data
Homework 5: Implement Bollinger Bands
Week 8

Module 1: Making a Better Market Simulator
Commissions
Market Impact (Slippage)
Module 2: Things We Left out
Machine learning
Module 3: Arbitrage
Homework 6: Event Study with Bollinger Bands