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 | Office | |
|---|---|---|
Dragos Bozdog
|
dbozdog@stevens.edu | Babbio 429A |
More Information
Course Outcomes
After taking this course, students will be able to:
- Navigate the available data using the Bloomberg terminal.
- Retrieve relevant information for their projects.
- Learn how to use Bloomberg API.
- Navigate the available Thomson Reuters Sirca Historical Data.
- Navigate the available WRDS (CRSP, Compustat) databases.
- 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 |