Computational Investing, Part 1 (Feb - Apr 2013, 8 weeks)
Professor: Tucker Balch (Georgia Institute of Technology)
##hw1## ##hw2## ##hw3##
##hw4 (week 6)## Due Date 14 Apr
Event Studies and Simulator - week 6 course page
##hw5 (week 5)## Due Date N/A
Bollinger Bands - week 7 course page
Forum links:
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