C:\_teaching\stat699\_schedule.499_699.txt
                             Revised: 2/22/23

STAT 499/699 meeting schedule:  Classes are scheduled to meet on Wednesdays from 11:00-11:50 a.m.

Please come to class prepared to discuss and present if scheduled. Meeting days may change to accommodate operational conditions; any changes will be announced in class and on Canvas.


SPRING 2023
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	1/11/23	Organizational meeting
	1/18	Progress check, demo trading simulator; establish opening position(s)
	2/8	Reviewing simulated trades and progress check after trading begins
	2/15	Mark to Market (MTM), Progress check and discussion
	3/8	Demo of Quikstrike option analysis software; noteable strategies and discussions
	3/22	Panel trading discussion (Max Lee, BoA; Xifan Wang, Vertex Fund; Rangan Padmanbhan, RAD Fund)
	4/12	Final check before trading ends 
	4/19	Presentations on seminars


FALL 2022
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	8/24/22	Organizational meeting
	8/31	Max Lee intro; Atif Malik, Director EFX Sales, BoA Securities
	9/14	Remote instructor; Max Lee and Giancarlo Facchi, Executive Director, J.P. Morgan
	9/28	Systematic F/X; Mukul Khandelia, Managing Partner QuantRoll Capital, LLC	
	10/5	Commodity trading and evolution of an asset class; William Brandefine of PVM Futures
	10/26	Ethan McMahon, Euclidian Capital
	11/2	Review of FICC topics and participants
	11/30	Presentations on seminars



SPRING 2022
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	1/12/22	Organizational meeting
	2/9	BTC and currencies; trading mechanisms.
	3/9	ETHR and smart contracts
	3/30	Tether and other tied objects
	4/13	Tokens, NFT
	4/20	Presentations on seminars	


FALL 2021
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	8/25/21	Organizational meeting; FICC vs. Equities, summary of finance roles at major hubs (NYC, LDN, Sing, etc.)
	9/15	Systematic trading, where does alpha come from.
		Readings: 1.1 IB less popular; 1.2 Capital markets overview; 2.1 Alt data; 
	10/13	Evolution of Asset Classed, Differentiation of market participants, Commodity specific items - 
		Readings: 2.2 CVICOTS; 2.3 JPM systematic strategies; 2.4 Alt risk premia
	10/20	Losing, money management, and life on the buy side. - Readings: 3.1 Wharton commodity futures
	10/27	Equities vs. F/X vs. commodities - Readings: 5.1 Barclay's F/X
	11/10	Summary, wrap up, end of seminar thoughts 
	12/1	Presentations on seminars
	


SPRING 2021
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	1/27/21	Organizational meeting, assignment readings
	2/24	Market microstructure - Readings 5 and 6 (Madhaven, 2000 and Smith, 2020)
	3/17	Market microstructure - Readings POF-1 and POF-2, Readings 7 and 8 (Fohlin, 2016 and Aigbovo, 2017);
			Also read 3 articles and select one for discussion from Readings 9a-9f.
	4/14	Sports betting - Winston, Mathletics 2nd Ed (Part v) chapters 40-45
	4/28	Presentation on seminars


FALL 2020
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	8/26/20	Organizational meeting
	9/9	Market structure and intro to microstructure - Readings 0.0, 0.1, and 0.2 (SIMFA 2018, Goldman Sachs 2009 and 2019)
	9/30	Market microstructure - Readings 1 and 2 (Indriwan, 2015, and Science direct sample, 2020)
	10/14	Market microstructure - Readings 3 and 4 (Garman, 1976 and Flood, 1991)
	10/28	Market microstructure - Readings 5 and 6 (Madhaven, 2000 and Smith, 2020)
	11/18	Presentations on seminars


SPRING 2020
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	1/15/20	- Organizational meeting
	1/29	- Quantopian Lectures (30,40) {CAPM and Arbitrage Pricing Theory, Why you should Hedge Beta and Sector Exposure I}
	2/12	- Quantopian Lectures (41,42) (Why you should Hedge Beta and Sector Exposure II, VAR and CVAR)
	3/4	- Quantopian Lectures (44,45,46) (Intro to Pairs Trading, Example: Basic Pairs Trading Algorithm, Examples Pairs Trading Algos)
	3/25	- Quantopian Lectures (51, 52, 53) (Introduction to Futures, Futures Trading Considerations, Mean Reversion on Futures)
	4/22	- presentations on seminars 


FALL 2019
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	8/28/19 - Organizational meeting
	9/11 - Quantopian Lectures 24, 25, 29 (Leverage, concentration, universe selection)
	10/2 - Quantopian Lectures 27, 28 (Volume/slippage/liquidity, market impact models)
            Winston excerpt on sports gambling
	10/30 - Quantopian Lectures 31, 32, 34 (Beta hedging, fundamental factor models, factor risk exposure)
	11/20 - Quantopian Lectures 37, 38, 39 (L/S overview, example algo, factor analysis)
	12/4 - presentations on seminars 


SPRING 2019
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	1/9/19 - Organizational meeting
	2/6	- Organization and progress update. Available office hours for presentation advice
	2/20	- volatility/VIX
	2/27	- volatility pumping/rebalancing/universal algos
	3/20	- market making
	4/10	- presentations on seminars
	4/17	- presentations on seminars
	
	
FALL 2018
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	8/22/18 Organizational meeting
	9/5
	9/26
	10/24
	11/14
	11/28 - 499/699 presentations

SPRING 2018
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	1/10/18 Organizational meeting
	1/24
	2/7
	2/28
	3/21
	4/11
	4/18 - 499/699 presentations


Fall 2017
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Spring 2017
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Fall 2016
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Dark Pools/HFT
End of Owlspace, plotform moved to Canvas spring 2017




Spring 2016
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Fall 2015
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Bond pricing



Spring 2015
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Fall 2014
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Cybersecurity
Financial Databases



	
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Online at http://www.stat.rice.edu/~dobelman/courses/699/_schedule.499_699.txt