<p>Lecture, one hours; laboratory, one hour. Requisites: courses 41, 102, 103, 103L, or consent of instructor. Enforced corequisite: course 123. Hands-on approach in which students write computer codes associated with concepts learned in Economics 123. Students apply these codes to real-world data in order to generate exchange rate and asset price forecasts and evaluate prediction accuracy of their forecasting models. Students use these forecasts to construct short-long portfolios of currencies and assess reward-risk trade-offs of such portfolios. To generate and evaluate forecasts, students use Tradestation software, which can be accessed in Social Sciences Computing laboratories. P/NP or letter grading.</p>

Economics

College of Letters and Science

Container 1

ECON 123L - Forecasting of Asset Prices and Portfolio Design Laboratory

Forecasting of Asset Prices and Portfolio Design Laboratory

Write simple codes to generate asset price forecasts. 

Evaluate the risk-reward trade-offs across portfolios.

Evaluate the logical validity of newspaper articles

Map economic policy announcements onto pricing models of stocks, bonds, exchange rates.

General Catalog

Forecasting of Asset Prices and Portfolio Design Laboratory

ECON 123L

1 units