Course Schedule and Catalog
Course Schedule - Fall Semester 2022
MGMT 638 001 (CRN: 14553)
DATA-DRIVEN INVESTMENTS EQUITY
Long Title: DATA-DRIVEN INVESTMENTS: EQUITY
Department: Management
Instructor: Back, Kerry
Meeting: 2:15PM - 3:45PM MW MCN 316 (24-OCT-2022 - 5-DEC-2022)
Session: MBA Term II
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 1.5
Course Syllabus:
Course Materials: Rice Campus Store
Restrictions:
Must be enrolled in one of the following Program(s):
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
Prerequisites: MGMT 665
Section Max Enrollment: 45
Section Enrolled: 14
Enrollment data as of: 2-DEC-2023 3:56PM
Final Exam: GR Course-Dept Schedules Exam
Description: This course provides an introduction to quantitative equity management. Quantitative management means trading on signals that can be constructed and tested on large panels of stocks. Many different data sources are used to generate trading signals. In this course, we illustrate concepts using predictors formed from corporate fundamentals, past prices, analyst forecasts, and earnings surprises. We discuss the full process of quantitative management, from preliminary analysis of signals to training models to backtesting and strategy assessment.