Monday, July 28 -- Sage, Financial time series, frequency histograms, distributions
- (30 minutes) Introduction to this course: goals and overview
(15 minutes) Everybody create accounts on the SIMUW sage notebook server.
- (50 minutes) Basics of using Sage (worksheet 2)
- (10 minutes) Break
- (20 minutes) Manipulating financial time series in Sage (worksheet 2 continued)
- (20 minutes) Stock trading: Spend your $10K on a stock. You can either go "long" or "short" one single stock. For shorting you can short up to $10K. TACs will act as brokerage.
- Reading Assignment for Monday and Tuesday -- read as much of Part I (pages 3 -- 110) of Mandelbrot's "The (Mis)behavior of Markets" as you can.