Course Schedule - Spring Semester 2023

     

Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).
Additional information available here.

MGMT 767 001 (CRN: 24589)

DATA-DRIVEN INVESTMENTS LAB

Long Title: DATA-DRIVEN INVESTMENTS LAB
Department: Management
Instructors:
Back, Kerry
Crotty, Kevin
Meetings:
4:00PM - 5:30PM TR (17-JAN-2023 - 27-FEB-2023) 
4:00PM - 5:30PM TR (13-MAR-2023 - 20-APR-2023) 
Part of Term: MBA Full Term
Grade Mode: Standard Letter
Course Type: Lecture/Laboratory
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
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 638 OR MGMT 639
Section Max Enrollment: 45
Section Enrolled: 7
Enrollment data as of: 29-APR-2024 9:34PM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
 
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.