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Assignments |
Lecture Notes |
Other Resources |
Best of 486/686... |
Canvas Login |
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.
The remainder of the homeworks and projects will be assigned via Canvas.
Reading Assignments: Here is/are the reading list/assignments for this semester. Please keep up as the material will build.
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Thompson, Williams & Findlay (2003), Table of Contents
O'Shaughnessey Supplemental materials for the 4th edition.
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.