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Monday, July 28 -- Sage, Financial time series, frequency histograms, distributions

  1. (30 minutes) Introduction to this course: goals and overview
  2. (15 minutes) Everybody create accounts on the SIMUW sage notebook server.

  3. (50 minutes) Basics of using Sage (worksheet 2)
  4. (10 minutes) Break
  5. (20 minutes) Manipulating financial time series in Sage (worksheet 2 continued)
  6. (20 minutes) Stock trading: Spend your $10K on a stock. You can either go "long" or "short" one single stock. For shorting you can short up to \$10K. TACs will act as brokerage.
  7. Reading Assignment for Monday and Tuesday -- read as much of Part I (pages 3 -- 110) of Mandelbrot's "The (Mis)behavior of Markets" as you can.


2013-05-11 18:32