ECON 485 - Empirical Finance

This class teaches students how to profit from financial markets using quantitative trading strategies. The course mainly covers stock and currency markets, in which fundamental and technical analyses are conducted to forecast asset prices and design trading strategies. The strategies are scientifically backtested and applied in simulated trading for real performance evaluation. This course counts as a Group E elective. It is NOT a capstone course. It meets concurrently with ECON 486. Prerequisite(s): ECON 356 and ECON 381, MATH 135 (or MATH 137) and MATH 236. C- or higher required for all prerequisites. Offered every other year. (4 Credits)