STAT 486/686: Market Models


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

Announcements

1/10/23: 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.


Assignments

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