Office hours. Ronghui Gu is holding office hours at 305 AKW.
Wednesday 2-4 pm.
Thursday 7-9 pm.
Kun Run has office hours at 203 AWK.
Monday 7-9 pm
Friday 10am - 12pm
Next Monday's Guest Speaker is Jason Wheeler from
Sanford Bernstein.
He recommends the web site:
U.S. Equity Markets 101 as background for his talk.
There will be dinner at Mory's afterwards. We will have a lottery.
Final Projects
You should post your final project proposal to
classes v2 in the assignments folder. We will review for approval.
New final project option: you may work in a group. Your proposal
and project needs to specify the division of labor - who is responsible
for what.
You may use late days when submitting the final project.
One of the grading criteria is your program's ability to explain
its decision. A black box solution, such as a neural network, does
NOT have this property.
Default Final Project: Buying a PC
OK. I was going to make this a homework assignment, but I decided
to make it a proposal for a final project instead. By way of incentive,
anyone completing this assignment gets X extra points, where X is inversely
proportional to the number of students handing this in.
Your project should run in the zoo. If you need additional libraries or
software installed, you must clear it with the TF's.
You need to include a write-up explaining your project, including
how to run it, what it does, what is interesting or important about it,
how it explains the decision. Screen shots might be helpful as well.
You can create a web site. In this case, it may not need to run
in the zoo. However, you need to submit all the code so that
it could theoretically be run in the zoo.
Can you leverage a project for another course? It depends. You need to
check with me first.
Can you change your project after your proposal? Well, yes. The
real question is what happens if you do that? The answer is again, it depends.
If your initial idea hits a wall and does not work, you probably should
figure out another way to go.
Mid Term Exam
Feedback on midterm: why R and Python questions?
First midterm has been graded. The makeup midterms should
be graded this week. Stay tuned.
If you took the first midterm, you may pick it up from the TF's during
office hours.
hw3: Algorithmic Trading: Momentum Strategy
See hw3. Note: a couple of changes to the specification, per piazza discussion.