Course Schedule and Catalog
Course Catalog - 2024-2025
MGMT 767 - DATA-DRIVEN INVESTMENTS LAB
Long Title: DATA-DRIVEN INVESTMENTS LAB
Department: Management
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture/Laboratory
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Program(s):
MBA Hybrid
MBA for Professional Extended
MBA for Professionals
MBA for Professional Weekend
MBA - Executive Program
MBA
Must be enrolled in one of the following Level(s):
Graduate
Graduate Quadmester
Prerequisite(s): MGMT 638 OR MGMT 639
Description: This course is part of the data-driven investments curriculum designed to equip students with an analytical quantitative investment toolkit. Students work in groups to develop, test, and implement investment strategies using Python. The investment strategies are driven using a range of datasets provided by the instructors. Students first explore the data and develop trading ideas and then simulate implementation of their chosen strategy. The course emphasizes understanding the sources of investment performance through analyses of factor and sector exposures, attribution analysis, and performance evaluation. Graduate/Undergraduate Equivalency: BUSI 449. Mutually Exclusive: Cannot register for MGMT 767 if student has credit for BUSI 449.