Computational Investing

https://www.coursera.org/course/compinvesting1
Find out how modern electronic markets work, why stock prices change in the ways they do, and how computation can help our understanding of them. Build algorithms and visualizations to inform investing practice.

About the Course – Why do the prices of some companies’ stocks seem to move up and down together while others move separately? What does portfolio “diversification” really mean and how important is it? What should the price of a stock be? How can we discover and exploit the relationships between equity prices automatically? We’ll examine these questions, and others, from a computational point of view. You will learn many of the principles and algorithms hedge funds and investment professionals use to maximize return and reduce risk in equity portfolios.

Topics – We start with a tour of the mathematics and statistics that underlie equity price changes, and the relationships between different groups of equities. We’ll review the most important economic theories of investing and how to create programs that take advantage of them. We’ll look at the data needed to do this, and how to manipulate it effectively. Take a look at the course syllabus here.

Important note: This is a project oriented course involving Python programming.