STAT 486/686: Market Models

Lecture Notes
Other Resources
Best of 486/686...
Canvas Login


1/26/21: WELCOME to STAT 486/686! Please note that we WILL be using Canvas for this course; a login link is at the top and to the right. This page is maintained for convenience and backup purposes.


Homework 0: STAT 486/686 Finance in the News - Due 2/2/21 (in class), good for 1 point on final course grade. This assignment is in two parts:

a. A large part of Technical Analysis is understanding the realized market movements of price, volume, volatility, etc. The other aspect of Techical Analysis is understanding the landscape in which companies react and grow. To assist you in the second aspect, you will submit a short report on a news bite, article, or opinion piece of your choice. The story does not need to be explicitly about finance; however, if it is not, then please explain the economic or financial implications of the story. In keeping with the philosophy of this course, you must find an article which raises concepts with which you are not familiar. You should then explain and interpret the story, not just summarize it.

Your submissions should be one to two short paragraphs, and never more than one page including graphs, etc. We WILL NOT READ past the 3rd paragraph (or first page, whichever comes first). Be sure and provide your name and the due date of the report. You do not need a title page, but should still present your work tidily; obviously these reports need to be TYPEWRITTEN. This assignment will be due at the beginning of class next Tuesday. Late papers will NOT be accepted. DO NOT attach the news article, provide a reference/citation for it. Now would be a good time to review Professional Standards.

b. Read and critique the course syllabus, available at Dr. Dobelman's website and on Canvas. Prepare a no more then 1-page analysis of the syllabus. You should summarize what you believe are the most important points as well as your recommendations to improve the syllabus. You will also need to comment on the significance and symbolism of the syllabus image.

Please include a cover page with your name, date, course level taken, etc. This coversheet will not count towards the two-page total for the assignment. Remember that Professional Standards apply on this and all assignments (see syllabus).

The remainder of the homeworks and projects will be assigned via Canvas.

Assignments FAQ

Reading Assignments

Reading Assignments: Here is/are the reading list/assignments for this semester. Please keep up as the material will build.

Lecture Notes

Other Resources (Click Here)

  • Trading Resources

    CBOE Expirations calendar

    Forexchurch Fibonacci calculator

  • Class Resources - Also see Canvas

    Thompson, Williams & Findlay (2003), Table of Contents

    O'Shaughnessey Supplemental materials for the 4th edition.

    Useful Texts

  • Some Good (according to Hoyle) Quant Trading Resources

    Backtesting in Python (686 Alumnus Ray Chen's github)

    Backtesting and Historical Data Sources (with pricing)

    Quant Finance Nik Tuzov's Research listing

    Quantopia  Share your code and see others'.

    CBOE Calculator  CBOE Option trading software. OOPS! As of 2010 this code is no longer available; this is a web version!

    IV analysis site   |   Optionistics   You should probably sign up and get your own free account.

    Dr. Dobelman's Downloads