QF103 Introduction to Financial Tools & Technology


Course Catalog Description

Introduction

This course is designed to teach students the nature and availability of the financial data and technology tools available at Stevens Institute of Technology, introductory concepts of financial markets, and other relevant tools in the financial practice. The focus will be on equity, commodities, foreign exchange (FX), fixed income, and linear and/or nonlinear derivatives (futures, options, swaps, forward rate agreements etc.) Students will learn to how use the Bloomberg terminal, and as part of the course, they will get a Bloomberg certification. The course also introduces fundamentals of applied statistics.

Campus Fall Spring Summer
On Campus X X
Web Campus

Instructors

Professor Email Office
Yue Leng
yleng2@stevens.edu

More Information

Course Outcomes

After taking this course, students will be able to:

  1. Understand the general concepts of financial markets, firms’ financial data, and economic indicators.
  2. Navigate the available data using the Bloomberg terminal.
  3. Retrieve relevant information from the Bloomberg terminal for their projects in Excel or in R Studio.
  4. Perform simple data analysis on data set, basic statistics concepts.
  5. Analyzing a company's bond or stock and recommending for short/long position.
  6. Construct and analyze their portfolios.

Grading

Grading Policies

Class Participation: 10%

Bloomberg Course: 40%

Quizzes: 15%

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