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Full Stack Quantitative Finance

Course Syllabus: FINM 32900, Winter 2025
Homework 0: Setting up your computing environment
Week 1: GitHub, GitHub Classroom, and Virtual Environments
Homework 1
- Case Study: Atlanta Fed Wage Growth Tracker
- HW Guide: Wage Growth During the Recession
Week 2: Env Files and Secrets
Homework 2
- HW Guide Part A: CRSP Market Returns Indices
- HW Guide Part B: Reconstructing the S&P 500 Index
Week 3: Task Runners, Automating Queries, and the Basics of SQL
Homework 3
- HW Guide Part A: Replicate Fama-French 1993
Week 4: Generating Reports, featuring Jupyter Notebooks and LaTeX
Week 5: Unit Tests and Documentation with Sphinx
- Sphinx
- Unit Tests
Week 6: Python Package Development and Social Coding with GitHub
- GitHub Issues and Pull Requests: Enhancing Collaborative Development
- Writing and Publishing Your Own Python Packages
Homework 4
- CRSP Treasury Data Oveview
- Replicating the Gürkaynak, Sack, and Wright (2006) Treasury Yield Curve
Week 7: Bloomberg and LSEG Datastream
- The Bloomberg Terminal
- LSEG Datastream
–Schedule subject to change after HERE–
Week 8: GitHub Actions and Publishing a Live Dashboard
- Creating a Live Dashboard Example with GitHub Actions
- Rate Spikes in the Market for Repurchase Agreements
Final Project
- Final Project Instructions and Rubric
- List of Potential Final Projects
Appendix

Repository
Open issue

.md

Final Project

Final Project#

Instructions and Grading Rubric: Final Project Rubric
Potential Projects: Potential Final Projects

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Final Project Instructions and Rubric

By Jeremy Bejarano

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