Class Schedule

 DATE TOPICS (may be rearranged to fit the class needs) DECKS   HOMEWORK DUE
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, Visual Studio, and SQL
Read Walkenbach 2016, Chapter 39. Reading requires a VPN if you are not on grounds.

Deck

H01
Tue, Jan 22 Process automation: Activity diagrams
VB keyword dictionary
- VBA keyword dictionary

Deck
 
H02
Thu, Jan 24 Process Automation: from models to code Deck
H03
Tue, Jan 29 Loops, subs and functions
If you would like a VBA handbook, see the bottom of the readings and software section

Deck

H04
 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

H05
Tue, Feb 5 BI tools: SQL, VBA, and Excel I - Canned queries  - T-SQL keyword dictionary Deck
H06
Thu, Feb 7 BI tools: SQL, VBA, and Excel II  - Dynamic queries Deck
H07
Tue, Feb 12 BI tools: SQL, VBA, and Excel III - Nonqueries Deck
H08
Thu, Feb 14 Data quality: manipulating data I Deck
H09
Tue, Feb 19 Data quality: manipulating data II
Deck
H10
Thu, Feb 21 BI Tools: Pivot tables -  Pivot tables fundamentals - Chapter 1-2 Deck
H11
 PART III FINANCIAL ANALYTICS

Tue, Feb 26 Introduction to the Hedge Tournament (Rulebook in sidebar)
H12
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 Advancded 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.