Macro Reading Group
Graduate students interested in macroeconomics at Boston College meet once every two weeks to discuss a paper. The presenter presents for about 30minutes. Attendees are expected to prepare short discussion slides on one or two comments. The schedule and archive can be accessed here.
Introduction To Computational Investing
Upper Level Elective, Boston College
In this course, students develop skills automate an investment strategy. By the end of the course, successful students are able to write and evaluate fully functional programs on an online trading platform. Among other things, students learn:
a) Web-scraping and pairing the data with a strategy. Examples: sentiments, macro news, search engine interest, short sales
b) Constructing investment strategies inspired by academic and non-academic research.
c) Optimization. All students should suspecting over-fit as an explanation for good results.
d) Presentation. Students have to defend their implementations from critique from colleagues and invited guests.
a) Web-scraping and pairing the data with a strategy. Examples: sentiments, macro news, search engine interest, short sales
b) Constructing investment strategies inspired by academic and non-academic research.
c) Optimization. All students should suspecting over-fit as an explanation for good results.
d) Presentation. Students have to defend their implementations from critique from colleagues and invited guests.
