FE511 Introduction to Bloomberg and Thomson Reuters
Course Catalog Description
Introduction
Campus | Fall | Spring | Summer |
---|---|---|---|
On Campus | X | X | |
Web Campus | X | X | X |
Instructors
Professor | Office | |
---|---|---|
Agathe Sadeghi
Zhiyu Cao |
asadeghi@stevens.edu
zcao17@stevens.edu |
More Information
Course Description
This course is designed to teach students the nature and availability of the financial data available at Stevens. The focus of the course will be on equity, futures, FX, options, swaps, interest rate swaps etc. They will learn to how to use a Bloomberg terminal. As part of the course the students will get certified in Bloomberg. We will be able to learn how to develop trading strategies using Bloomberg.
Course Outcomes
At the end of this course, students will be able to:
1. Navigate the available data using the Bloomberg terminal.
2. Retrieve relevant information for their projects.
3. Learn how to use Bloomberg API.
4. Navigate the available Thomson Reuters Sirca Historical Data.
5. Navigate the available WRDS (CRSP, Compustat) databases.
6. Perform simple data analysis on data set.
Course Resources
Textbook
Grading
Grading Policies
The final grade in the class will be determined in the following manner:
- 55% Homeworks
- 5% Attendance
- 40% Final Project
There will be homework assignments for all section covered in this course.
Lecture Outline
Topic | Reading | |
---|---|---|
Week 1 | Course Introduction & HFSL; Overview; BBG Logins | |
Week 2 | Bloomberg Navigation (BMC-Economic Indicators) – Part I | |
Week 3 | Bloomberg Navigation (BMC-Economic Indicators)– PartII | Assignment 1: BMC-Economic Indicators |
Week 4 | Bloomberg Navigation (BMC-Currencies) – Part I | |
Week 5 | Bloomberg Navigation (BMC-Currencies) – Part II | Assignment 2: BMC-Currencies |
Week 6 | Bloomberg Navigation (BMC Fixed Income) – Part I | |
Week 7 | Bloomberg Navigation (BMC Fixed Income) – Part II | Assignment 3: BMC-Fixed Income |
Week 8 | Bloomberg Navigation (BMC Equities)– Part I | |
Week 9 | Bloomberg Navigation (BMC Equities)– Part II | Assignment 4: BMC-Equities |
Week 10 | Bloomberg Tools: Web interface and API - Excel / R | |
Week 11 | TRTH Part I | |
Week 12 | TRTH Part II ( tick-by-tick data, minute data, daily data, limit order book data) | |
Week 13 | CRISP | |
Week 14 | Compustat / textual data | Bloomberg Project Due |
Week 15 | Sample regression / stock correlation |