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 Deck
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.

Deck

Hmwk01
Tue, Jan 22 Process automation:  Activity diagrams
VB keyword dictionary - VBA keyword dictionary
Deck
Hmwk02
Thu, Jan 24 Process Automation: from models to code Deck
Hmwk03
Tue, Jan 29 Loops, subs and functions
If you would like a VBA handbook, see the bottom of the readings and software section

Deck

Hmwk04
 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

Deck

Hmwk05
Tue, Feb 5 BI tools: getting SQL, VBA, and Excel to work I - Canned queries - T-SQL keyword dictionary Deck
Hmwk06
Thu, Feb 7 BI tools: getting SQL, VBA, and Excel to work II - Dynamic queries Deck
Hmwk07
Tue, Feb 12 BI tools: getting SQL, VBA, and Excel to work III - Non-queries Deck
Hmwk08
Thu, Feb 14 Data quality: manipulating data  II Deck
Hmwk09
Tue, Feb 19 Data quality: manipulating data  II
Deck
Hmwk10
Thu, Feb 21 BI Tools: Pivot tables -  Pivot tables fundamentals - Chapter 1-2 Deck
Hmwk11
 PART III FINANCIAL ANALYTICS

Tue, Feb 26 Introduction to the Hedge Tournament (Rulebook in sidebar)
Hmwk12
Thu, Feb 28 Introduction to the Hedge Tournament (cont.)  
Tue, Mar 5 Options - The NASDAQ's options trading guide

Thu, Mar 7 Black Scholes computational fundamentals (same deck)


SPRING BREAK


Tue, Mar 19 Financial strategies: Payoff curves

Thu, Mar 21 Financial strategies: Hedging

Tue, Mar 26 Implied volatility


Thu, Mar 28 Algo trading: hedging a portfolio

Tue, Apr 2 Algo trading: the smart hedger

Thu, Apr 4 Algo trading: timers

Tue, Apr 9 Advanced strategies: Gamma hedging and synthetics.

Thu, Apr 11 Advanced topics

Tue, Apr 16 Advanced topics

Thu, Apr 18 Advanced topics

Tue. Apr 23 THE MCINTIRE HEDGE TOURNAMENT: 5pm to 9pm, 3rd floor labs  
Thu Apr 25 No regular class

Tue Apr 30 *** Prizes, pictures, and lessons learned ***  5pm RRH 116

Contents

The Tournament

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