News

R/Finance 2012 tutorial posted

posted May 13, 2012, 7:50 PM by Guy Yollin

The slides to the R/Finance 2012 tutorial that I presented with Eric Zivot are now posted under presentations

Forecasting home price indexes

posted May 13, 2012, 7:24 PM by Guy Yollin   [ updated May 14, 2012, 8:36 PM ]

I've been working with the folks at zillow.com to develop forecasts of their Zillow Home Value Indexes and I've written a short tech note on the forecasting methodology.


Teaching Intro to Computational Finance, September 2011 at UW

posted Aug 18, 2011, 12:51 PM by Guy Yollin

I will be teaching Introduction to Computational Finance and Financial Econometrics (AMATH 540) during September 2011 at UW.

This will be a 4-week immersion course in econometric modeling and data analysis using R software for applications in quantitative finance.

The course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

http://www.amath.washington.edu/studies/computational-finance/academics/courses/#540


Teaching Foundations of Trading, summer 2011 at UW

posted Jun 24, 2011, 1:28 PM by Guy Yollin

I will be teaching Foundations of Trading during the summer quarter of 2011 at UW.  This course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

http://www.amath.washington.edu/studies/computational-finance/academics/courses/#551

The course uses the following two texts.

Algorithmic Trading & DMA: An introduction to direct access trading strategies


Trading Systems: A New Approach to System Optimization and Portfolio Construction


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