QF103 Introduction to Portfolio Investing



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 get certified in Bloomberg. We will cover the basics of using Thomson–Reuters Tick history data and WRDS (CRSP and Compustat). The course also introduces basics of applied statistics.

Campus Fall Spring Summer
On Campus
Web Campus

Instructors

Professor Email Office
Dragos Bozdog
dbozdog@stevens.edu Babbio 429A

More Information

Course Outcomes

After taking 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.

Grading

Grading Policies

Homeworks: There will be homework assignments for all section covered in this course.

Attendance: 5%

Assignments: 60%

Final Project: 35%


Lecture Outline

Topic Description
Week 1 Introduction Course Introduction & HFSL Overview, BBG Logins
Week 2 Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part I
Week 3 Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part II
Week 4 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part I
Week 5 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part II
Week 6 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part I
Week 7 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part II
Week 8 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part I
Week 9 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part II
Week 10 Bloomberg Tools API - R, C++, VBA, Java
Week 11 Sirca – Thomson Reuters Tick History Web interface and API
Week 12 Sirca – Thomson Reuters Tick History SAS and R – automatic downloader (API)
Week 13 WRDS – Wharton Research Data Services databases Web interface and API
Week 14 Final Project Student Presentations