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
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