Quantitative Investment Management
Examine the economic, statistical, and computing frameworks behind quantitative approaches to evaluating and implementing investment strategies, as well as the empirical evidence on their performance in multiple asset classes. Apply the quantitative big-data approach by developing, pitching, and backtesting an original trading strategy. Only one of the following may be counted: Business Analytics 372 (Topic 14), 372T (Topic 14), Finance 372 (Topic: Quant Investment Management), 372 (Topic 4), 372T (Topic 14).
Prerequisites & course information
Examine the economic, statistical, and computing frameworks behind quantitative approaches to evaluating and implementing investment strategies, as well as the empirical evidence on their performance in multiple asset classes. Apply the quantitative big-data approach by developing, pitching, and backtesting an original trading strategy. Only one of the following may be counted: Business Analytics 372 (Topic 14), 372T (Topic 14), Finance 372 (Topic: Quant Investment Management), 372 (Topic 4), 372T (Topic 14).
Sources
- Course catalogue ↗2026-2027