FE511 Introduction to Bloomberg and Thomson Reuters


Course Catalog Description

Introduction

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, CDS’s, interest rate swaps etc. They will learn to how use a Bloomberg terminal. As part of the course the students will be certified in the 4 areas that Bloomberg offers certification. We will cover the Thomson–Reuters Tick history data and basics of using this data. The course also introduces basics of applied statistics. Bloomberg terminal access will be required for any student taking the course on the web.

Campus Fall Spring Summer
On Campus X X
Web Campus X X X

Instructors

Professor Email Office
Agathe Sadeghi asadeghi@stevens.edu Babbio Center 209
Zhiyu Cao zcao17@stevens.edu

More Information

Course Description

This course is designed to teach students the nature and availability of the financial data at Stevens. The focus of the course will be on equity, futures, FX, options, swaps, CDS's, interest rate swaps etc. You will learn how to use Bloomberg terminal. As part of the course, you will be certified in the 4 areas that Bloomberg offers certification. We will cover the Capital IQ database and WRDS; how to navigate through it and extract the data using the database itself or through API's. The course also introduces basics of applied statistics. Bloomberg terminal and Capital IQ access will be required for any of you taking the course on the web section.


Course Outcomes

This course is essential for learning the data which is available in Finance. After successfully completing this course, you will be familiar with the majority of data types and asset classes available in the financial industry. You will know how to use a Bloomberg terminal to research an asset and to download data for further analysis, a skill which is necessary for today's industry employment. This course can be helpful for any of you obtaining a job in the financial industry. The course is a prerequisite for any practical or empirical project using real data in Finance at graduate level. Every student enrolled in the capstone project course FE800 or planning on doing a Thesis FE900 should have taken this course.

After successful completion of this course, you will be able to:

  • Navigate the available data using the Bloomberg terminal.
  • Retrieve relevant information for your projects.
  • Learn how to use Bloomberg API (R and EXCEL).
  • Navigate through Capital IQ database.
  • Learn how to use Capital IQ API (EXCEL).
  • Learn how to run queries in WRDS.

Course Requirements

  • Participation in the lab activity
  • Homework: Submitted by the deadline
  • Project: An individual project should be submitted by the end of the semester.

Grading

Grading Policies

Description Weights
Homeworks 55%
Individual Project 45%

Lecture Outline

Week Topic Reading
Week 1 Introduction Course introduction, account set up and login and navigation overview
Week 2 B- Fundamental Analysis BMC- Economic Indicators- Part I
Week 3 B- Fundamental Analysis BMC- Economic Indicators- Part II
Week 4 B- Fundamental Analysis BMC- Currencies- Part I
Week 5 B- Fundamental Analysis BMC- Currencies- Part II
Week 6 B- Fundamental Analysis BMC- Fixed Income- Part I
Week 7 B- Fundamental Analysis BMC- Fixed Income- Part II
Week 8 B- Fundamental Analysis BMC- Fixed Income- Part III
Week 9 B- Fundamental Analysis BMC- Equities- Part I
Week 10 B- Fundamental Analysis BMC- Equities- Part II
Week 11 B- API Bloomberg API- R and Excel
Week 12 C- API and WRDS Capital IQ API- Excel, WRDS query
Week 13 B- Fundamental Analysis BMC- Portfolio Management I and II
Week 14 TBD TBD