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1 - 2 of 2 results for: ACCT+340

ACCT 340: Alphanomics: Informational Arbitrage in Equity Markets

This is an advanced elective course on the economics of active investing in equity markets. The course is designed as a "start-up kit for an equity hedge fund." We will cover some of the foundational skills needed to select and trade stocks, as well as build and manage a portfolio of public equity. nnnSpecifically, the course material is designed to improve student skills in: (1) assessing the relative attractiveness of individual companies, (2) building stock screens to filter and rank firms based on user-specified parameters, (3) trading individual equity positions, and (4) monitoring and managing portfolio risk. nnnThis is a hands-on course with an emphasis on experiential learning. Students will make extensive use of the analytical tools in the new "Real-time Analytics and Investment Lab" (R.A.I.L.) facility in the Bass Center. There is no final exam. However, there will be a number of individual cases and a final group project. 25% of the grade will be based on class participation, and 75% will be based on cases and projects. nnnBecause it is an advanced elective, students taking this class are expected to be well versed in core economic, accounting, and finance skills. Material covered in a second Financial Modeling course, as well as in Accounting 312 (Evaluating Financial Statement Information) and Accounting 313 (Accounting-based Valuation) will come in handy. However, none of these courses are required.
Units: 4 | Grading: GSB Letter Graded
Instructors: Lee, C. (PI)

ACCT 541: Alphanomics II

This is a 2-credit advanced elective in equity investing that will be offered in the Spring 2013 quarter. This course is open only to students that were enrolled in Alphanomics ( ACCT340) in the Fall of 2012. If you complete ACCT340 in the Fall of 2012, your spot in this course will be automatically reserved. However, you still have a chance to opt out of this course at the end of the Fall 2012 quarter. nnnThe Fall ( ACCT340) course is designed as a "start-up kit for an equity hedge fund". In the Fall quarter, we will cover some of the foundational skills needed to build and manage a portfolio of public stocks. Towards the end of Fall, student who choose to continue onto the Spring course ( ACCT541) will form teams (of 4 to 6 each) and submit a proposal for a hedge fund product. Once their proposal is approved, each team will be given a $1 million paper portfolio. Students then manage this portfolio for the rest of the school year (their trades and portfolio statistics are automatically tracked). nnnStudents enrolled in the Spring ( ACCT541) will reconvene in the second half of the quarter for a series of class lectures/talks as well as team presentations, summarizing their experience. The ACCT541 portion of the course will require each student group to make a class presentation, as well as turn in a written report. 25% of the grades will be based on class participation, and 75% will be based on the presentations and reports. nnnThe overall goal of this course is to improve student skills in assessing the relative attractiveness of individual companies, as well as in managing portfolio risk according to pre-specified targets. This is a hands-on course with an emphasis on experiential learning. Students will make extensive use of analytical tools in the new "Real-time Analytics and Investment Lab" (High-speed R.A.I.L.) facility in the Bass Center. As part of this course, students will be required to design stock screens, conduct back-tests, do detailed company analyses, execute (virtual) trades, and manage portfolio risk.
Units: 2 | Grading: GSB Letter Graded
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