STAT 482/682, Quantitative Financial Analytics August 2022 If you would like to be ahead of the pack, you may like to know the reading schedule for this semester by week. Since we will tend to have lots of reading material, you should read lightly at first, then later you can review in more depth. It's more important to have an overview idea of what's coming rather then put everything off due to lack of time for a "thorough reading". Class lectures will roughly follow this outline. Week Topic/Reading Assignment ----- ------------------------ Week 1 Read QFA 1; Pedersen Chs. 1-5 Week 2 Read Graham/Zweig Chs 1-3 (Including Zweig's companion chapters); Pedersen Chs. 6-10 Week 3 Read QFA 2; Pedersen Chs 11-15 Week 4 Read Graham/Zweig Chs 4-10 (Including Zweig's companion chapters) Week 5 Read QFA 3 Week 6 Read QFA 4 Week 7 Read QFA 5 Week 8 Read QFA 6 Week 9 Read QFA 7; Graham/Zweig Chs 11-15 Week 10 Read QFA 8; Graham/Zweig Chs 16-20 Week 11 Read QFA 9 Week 12 Read Fraud 1-3 Week 13 Read QFA 10 Week 14 Read Fraud 4-7; Catch up Week 15 Read Fraud 8-12; Closing thoughts, Real World Panel ____________________________ QFA: Edward E. Williams and John A. Dobelman, "Quantitative Financial Analytics: The Path to Investment Profits," New Jersey: World Scientific, 2017. ISBN 978-981-3224-24-7 Pedersen: Magnus Erik Hvass Pedersen, "Strategies for Investing in the S&P 500," available for free download (with donation) at http://www.hvass-labs.org/books/. (2015) Graham/Zweig: Benjamin Graham, Jason Zweig. "The Intelligent Investor: The Definitive Book on Value Investing. A Book of Practical Counsel (Revised Ed)," New York: Harper Collins 2006. Fraud: Williams, Edward E. and John A. Dobelman, "A Random Walk to Nowhere: How the Professors Caused a Real 'Fraud-on-the-Market'", New Jersey: World Scientific, 2/5/2020. ENRICHMENT: Paul Davidson, "Who's afraid of John Maynard Keynes? Challenging economic governance in an age of growing inequality," Cham, Switzerland: Palgrave Macmillan, 2017