Interested in taking my Winter Study class on Quantitative Equity Research this January? Read below.

Hooray! My proposal to teach a Winter Study class at Williams in January 2009 has been approved. Thanks to the Winter Study Committee for the approval, the Economics Department for their support and Professor Stephen Shepard for his sponsorship. The course catalog listing will look something like this:

ECON XXX Quantitative Equity Research

This class will introduce students to applied quantitative equity research. We will briefly review the history and approach of academic research in equity pricing via a reading of selected papers. Students will then learn the best software tools and data sources for conducting such research. Students will work as teams to replicate the results of a published academic paper and then extend those results in a non-trivial manner. This course is designed for two types of students: first, those interested in applied economic research and, second, those curious about how that research is used and evaluated by finance professionals.
Evaluation will be based on student paper.
We will meet three times per week for two hour sessions.
Enrollment limited to 15.
Cost to students: $50 for photocopies.
Meeting time: afternoons.

DAVID KANE (Instructor)
SHEPPARD (Sponsor)

David Kane ’88 has a Ph.D. in Political Economy and Government and is an Institute Fellow at IQSS at Harvard University. He is the CEO of Kane Capital Management and a former member of the Harvard faculty.

Basic idea is that students will learn how to take a piece of academic research, replicate it and then extend the analysis in some non-trivial way. This is, basically, what I force students to do who want to intern at my firm. Here is a good example of what I have in mind. Comments:

1) This class will have no prerequisites, but taking STAT 201 in the fall will be a big help. (Of course, I think that anyone interested in finance/business should take 201 as well as most of the other STAT courses at Williams.)

2) I expect this class to be one of the most demanding at Williams. As Professor Tom Smith ’88 warns, “I will work your ass off.”

3) This class is perfect for someone interested in finance as a career. I don’t think that finance is for most or even many Ephs, but for those so inclined, it is nice to get an introduction via Winter Study.

More details to come next fall.

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