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, Visual Studio, and SQL
Read Walkenbach 2016, Chapter 39. Reading requires a VPN if you are not on grounds. VB keyword dictionary - VBA keyword dictionary


Tue, Jan 22 Modeling financial processes:  Activity diagrams

Thu, Jan 24 Computational thinking: Control Structures

Tue, Jan 29 Computational thinking: Procedures

 PART II BUSINESS INTELLIGENCE IN FINANCE

Thu, Jan 31 BI tools: SQL - Intro to SQL with the SmallBankDB

Tue, Feb 5 Data quality: manipulating data I - T-SQL keyword dictionary

Thu, Feb 7 Data quality: manipulating data  II

Tue, Feb 12 BI tools: SQL, VBA, and Excel I

Thu, Feb 14 SQL, VBA, and Excel II

Tue, Feb 19 SQL, VBA, and Excel III


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 - 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.