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 | Office | |
|---|---|---|
|
Yue Leng
|
yleng2@stevens.edu |
More Information
Course Outcomes
After taking this course, students will be able to:
- Understand the general concepts of financial markets, firms’ financial data, and economic indicators.
- Navigate the available data using the Bloomberg terminal.
- Retrieve relevant information from the Bloomberg terminal for their projects in Excel or in R Studio.
- Perform simple data analysis on data set, basic statistics concepts.
- Analyzing a company's bond or stock and recommending for short/long position.
- 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 |