Class Schedule

 DATE TOPICS (may be rearranged to fit the class needs) DECKS  
HOMEWORK
Tue, Jan 15 Welcome!  Intro to the class, tools, and resources

No Homework due
 PART I PROCESS AUTOMATION


Thu, Jan 17 The technology: Excel, VBA, and Visual Studio
Read Walkenbach 2016, Chapter 39. Reading requires a VPN if you are not on grounds.




Tue, Jan 22 Process automation:  Activity diagrams
VB keyword dictionary - VBA keyword dictionary



Thu, Jan 24 Process Automation: from models to code


Tue, Jan 29 Loops, subs and functions
If you would like a VBA handbook, see the bottom of the readings and software section



 PART II BUSINESS INTELLIGENCE IN FINANCE


Thu, Jan 31 BI tools: SQL - Intro to SQL with the SmallBankDB
If you would like a SQL handbook, see the bottom of the readings and software section



Tue, Feb 5 BI tools: getting SQL, VBA, and Excel to work I - Canned queries - T-SQL keyword dictionary


Thu, Feb 7 BI tools: getting SQL, VBA, and Excel to work II - Dynamic queries


Tue, Feb 12 BI tools: getting SQL, VBA, and Excel to work III - Non-queries


Thu, Feb 14 Data quality: manipulating data  II


Tue, Feb 19 Data quality: manipulating data  II



Thu, Feb 21 BI Tools: Pivot tables -  Pivot tables fundamentals - Chapter 1-2


 PART III FINANCIAL ANALYTICS


Tue, Feb 26 Introduction to the Hedge Tournament (Rulebook in sidebar)


Thu, Feb 28 Introduction to the Hedge Tournament (cont.)


Tue, Mar 5 Options - Black Scholes fundamentals - The NASDAQ's options trading guide


Thu, Mar 7 Transactions: Stock and Options no deck



SPRING BREAK



Tue, Mar 19 Trading (see also the Rulebook)


Thu, Mar 21 Financial strategies for hedging


Tue, Mar 26 Implied volatility (tool is here) and financial charts



Thu, Mar 28 Algo trading: delta hedging


Tue, Apr 2 Algo trading: delta hedging a portfolio


Thu, Apr 4 Algo trading: simulation


Tue, Apr 9 Algo trading: timers


Thu, Apr 11 Performance improvements


Tue, Apr 16 Performance improvements: error log


Thu, Apr 18 Advanced topics


Tue. Apr 23 THE MCINTIRE HEDGE TOURNAMENT: 5pm to 9pm, 3rd floor labs (no morning class)  

Thu Apr 25 No regular class


Tue Apr 30 *** Prizes, pictures, and lessons learned ***  REGULAR CLASS TIME & PLACE


Contents

The Tournament

Some of the following links will be enabled later in the course.