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Establishment
Language of instruction
English
Teaching content
FINANCE
Training officer(s)
M.PETITJEAN
Stakeholder(s)
M.PETITJEAN
Présentation
Prerequisite
*** INTRODUCTION TO FINANCIAL DATA SERVICES - BLOOMBERG
Students who register for this course should be familiar with:
1. basic calculus, statistics and probability theory
2. financial derivatives such as forward and option contracts
3. basic knowledge of data management (e.g. MS Excel)
4. knowledge of Bloomberg Terminal
Students who register for this course should be familiar with:
1. basic calculus, statistics and probability theory
2. financial derivatives such as forward and option contracts
3. basic knowledge of data management (e.g. MS Excel)
4. knowledge of Bloomberg Terminal
Goal
At the end of the course, the student should be able to:
-understand the basic principles of technical analysis that include technical indicators and patterns
-understand the basic extensions to technical analysis
-understand the basics of designing trading systems in Excel and R.
-understand the basic principles of technical analysis that include technical indicators and patterns
-understand the basic extensions to technical analysis
-understand the basics of designing trading systems in Excel and R.
Presentation
Technical analysis examines the practical value of two types of analysis: charting, which identifies geometric patterns in the history of prices, and technical indicators approach, which mechanically applies mathematical trading rules constructed from past and present prices (and volumes). Such approaches ignore fundamental information about the price; however, they have been shown to result in profitable strategies (albeit unadjusted for risk) and are widely used by banks, fund managers and hedge funds. This course aims to provide students with an understanding of how technical analysis is used to uncover trends and turning points in financial markets. In addition, the course covers some basic understanding of algorithmic trading using the R software.
Modalités
Organization
| Type | Amount of time | Comment | |
|---|---|---|---|
| Présentiel | |||
| Cours magistral | 16,00 | ||
| Autoformation | |||
| Recherche | 4,00 | ||
| Travail personnel | |||
| Individual Project | 30,00 | ||
| Overall student workload | 50,00 | ||
Evaluation
The final exam will involve an individual take-home exam/project (data analysis and a written report). Continuous assessment will be based on MCQs.
| Control type | Duration | Amount | Weighting |
|---|---|---|---|
| Autres | |||
| Projet Individuel | 0,00 | 0 | 90,00 |
| Contrôle continu | |||
| QCM | 0,00 | 0 | 10,00 |
| TOTAL | 100,00 | ||
Ressources
Bibliography
1. "Technical Analysis: The Complete Resource for Financial Market Technicians" (2nd Edition) by Charles D. Kirkpatrick II and Julie Dahlquist, FT Press (2010); -
Bloomberg: Technical Analysis - Handbook. -
Bloomberg - Technical Strategy Development using Backtesting -
Bloomberg: Technical Analysis - Handbook. -
Bloomberg - Technical Strategy Development using Backtesting -