UPCOMING & RECENT COURSES

 

Cornell University, Samuel Curtis Johnson Graduate School of Management

  • NBA 5600  Demystifying Big Data and FinTech, Sept-Oct, 2020

  • ​NCC(Y) 5060/Law 6652  Managerial Finance, June-July, 2020

  • NBAE 5600  Introduction to FinTech, Finnovation, & Finalytics, Jan 2021

The University of Chicago, Booth School of Business
​BUSF 35125: Quantimental Investment (量本投资), Spring 2019

Quantimental investing combines quantitative and fundamental approaches to investment management, with emphases on:

  • The application of financial technology, big/alternative data analytics, and economic and finance theory to enhancing predictive signal extraction and risk management.

  • The construction of a scalable investment system covering from primary data acquisition and processing to trade execution, and from asset allocation to security selection, rather than merely a trading strategy or investment insight.

  • Experiential learning through managing an investment portfolio and interacting with leading industry professionals.

 
The course is structured as a primer on investment management (or a “start-up kit for a quantimental fund). Through a combination of lectures, in-class exercises, guest talks, and student presentations, this advanced elective guides in applying the knowledge of financial economics to trading and investment management. Students are introduced to various analytical tools to value individual companies or assets, design quantitative strategies, conduct back-tests, execute “virtual” trades, assess portfolio risk, and familiarize themselves with some of the latest financial innovations and developments in financial technology and analytics. We will also discuss academic research and its relevance in practice, as well as quantimental investing as a general framework. Specific topics covered include: active and passive investing, equity valuation techniques, quantitative stock selection methods, machine learning tools, unstructured data analytics, FinTech, cryptocurrencies and blockchains, as well as the monitoring & management of portfolio risk.

APPLIED WORKSHOPS

 

Amino Capital (丰元创投)
​Entrepreneurial Finance and FinTech Clinic for Entrepreneurs and Investors

Ant Financial (蚂蚁金服)
​Blockchain and Tokenomics Workshop

​Asset Management Association of China (中国基金业协会)
​"Quantimental Investment"+"Financial Technology and Financial Analytics", Clinic for Fund Executives

​DataYes (通联数据) & KDD China
​"Blockchain Economics and Applications"+"Unstructured Data Analytics", FinTech x AI Advanced Workshop

PREVIOUS TEACHING EXPERIENCE

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