Stevens Institute of Technology

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Stevens Institute of Technology
Syllabus
COURSE NUMBER: QF102L – Lab Session
Professor Name: Patrick Houlihan
Office Address:
Office Phone Number: 512-608-7104
E-Mail Address: [email protected]
Office Hours: TBD
Course Web Address: TBD
Overview
Objective of this course is to provide students with formal training on the various data resources in the HFSL lab;
most of these skills are learned on the job, students will be pre-loaded with these skills prior to entering the
workplace.
Prerequisites: N/A
Learning Goals
After taking this course, students will be able to:
 Navigate through the Bloomberg terminal
 Use Bloomberg Excel API
 Navigate Thomson Reuters Sirca Historical Data
 Perform simple data analysis on data set
Pedagogy
This lab session will employ a lecture followed by in-class exercises based on material from the lecture. There will
be between 4 exercises to be completed outside of the lab session; these assignments will be related to what
material is taught in the main lecture. A project will be required for students to construct a fictitious portfolio and
justify why they selected the assets they did through the resources available. There will be a presentation for the
last assignment where each team will present the highlights of their project to the class.
Required Text(s)
TBD
Required Readings
N/A
References
Assignments
Examinations
N/A
The assignments and their weights are as shown below:
1. Class Participation
2. Assignments
3. Final Project
20%
50%
30%
TOTAL
100%
Please note that assignments in this class may be submitted to www.turnitin.com, a web-based antiplagiarism
system, for an evaluation of their originality.
Course Schedule
Week
Topic
1
Introduction
Course Introduction & HFSL Overview
BBG Logins
2
Bloomberg – Fundamental Analysis
Bloomberg Navigation (Fundamental Analysis) – Part I.
3
Bloomberg
Bloomberg Navigation (Fundamental Analysis) – Part II
In Classroom exercise
4
HW#1 Due
Bloomberg
Bloomberg Navigation (Fundamental Analysis) – Part I.
5
Bloomberg
Bloomberg Navigation (Fundamental Analysis) – Part II.
In Classroom exercise
6
HW#2 Due
Bloomberg
Historical Data retrieval
7
Bloomberg
Excel API (manual) – Part I.
8
Bloomberg
Excel API (automatic) – Part II.
9
HW#3 Due
Sirca – Thomson Reuters Tick History – Part I.
10
Sirca – Thomson Reuters Tick History – Part II.
11
HW#4 Due
Data Analysis
Simple regression, excel
12
Trading Simulation Game
13
Project Presentations
14
Project Presentations
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