LIN  WILLIAM  CONG

UPCOMING & RECENT COURSES

 

Cornell University, Samuel Curtis Johnson Graduate School of Management

• NBA 5600  Demystifying Big Data and FinTech, Sept-Oct 2020, Oct-Nov 2021

• ​NCC(Y) 5060/Law 6652  Managerial Finance, June-July 2020, July-Aug 2021

• NBAE 5600  Introduction to FinTech, Finnovation, & Finalytics, Jan 2020, Jan 2021

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The University of Chicago, Booth School of Business
​BUSF 35125 Quantimental Investment (量本投资), 2015-2019

BUSE 35125 Quantimental Investment Lab, 2015

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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.