May 21, 2024  
College Catalog 2024-2025 
    
College Catalog 2024-2025

ECON 486 - Empirical Finance Capstone


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 a capstone course. It meets concurrently with ECON 485 .

  Prerequisite(s): ECON 356  and ECON 381 , MATH 135  (or MATH 137  ) and MATH 236 . C- or higher required for all prerequisites. Every other year. (4 Credits)