Computational Investing, Part 1

Computational Investing, Part 1 (Feb - Apr 2013, 8 weeks)

Professor: Tucker Balch (Georgia Institute of Technology)

QTSK WIKI (Tutorials)

Course WIKI (Homeworks)

CompInvest - unified functionality from all home works

##hw1## ##hw2## ##hw3##

##hw4 (week 6)## Due Date 14 Apr

Homework wiki

Event Studies and Simulator - week 6 course page

##hw5 (week 5)## Due Date N/A

Homework wiki

Bollinger Bands - week 7 course page

Forum links:

• https://piazza.com/class#spring2013/1/1367

Use analyzer to:

• Create event generator, bollinger_val = 1 - buy, bollinger_val = -1 - sell
• Create strategy, buy / sell 100 on the event date
• Analyze strategy