FI 351 - Financial Analytics

This course aims to introduce students to the most novel key concepts used in Financial Analytics. The
course will provide knowledge on three main domains, Algorithmic Trading, Big Data & Text Analytics,
and Block chain. Students will learn how to build various trading strategies in R, perform back tests, and
present the results from these back tests. Students will learn how to utilize GoogleTrends, Text mining
and Sentiment Analysis, and how to incorporate this into trading. Students will learn how to build a
block chain in R, how to authenticate transactions, and how to build an order book in a block chain, based
upon the previously developed trading strategies. Through blockchain authentication students learn how to
verify a user with distributed ledger technology and how to protect the passwords and data that make up a
user’s digital identity which is one of the main concerns when it comes to digital privacy.

Four credits.

Prerequisite(s): AC 111, BU 121 and CS 111