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Full Stack Quantitative Finance
Course Syllabus: FINM 32900, Winter 2025
Acknowledgments
Appendix
Lectures 📖
Week 1: GitHub, GitHub Classroom, and Virtual Environments
What is Full Stack Quantitative Finance? Why This Course?
What are Reproducible Analytical Pipelines?
Case Study: Is There A Reproducibility Crisis In Finance?
Virtual Environments
Week 2: Env Files and Secrets
Introduction to WRDS
Example: Connecting to the WRDS Platform With Python
Env Files, Secrets, and the Separations of Settings from Code
Week 3: Task Runners, Automating Queries, and the Basics of SQL
What is a build system or task runner?
Project Structure
Basics of SQL
Week 4: Generating Reports, featuring Jupyter Notebooks and LaTeX
Reports with Jupyter Notebooks
Introduction to LaTeX
LaTeX Essentials
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
Week 7: Bloomberg and LSEG Datastream
The Bloomberg Terminal
LSEG Datastream
Week 8: Web Authentication and Authorization
Case Study: Hedging Oil Price Exposure As An E&P
Case Study: Hedging A Long-Only SPX Portfolio With Costless Collars
Web Authentication and Authorization
Week 9: GitHub Actions and Publishing a Live Dashboard
Creating a Live Dashboard Example with GitHub Actions
Introduction to LaTeX
LaTeX Essentials
Homework 📝
Homework 0
Homework 1
Case Study: Atlanta Fed Wage Growth Tracker
HW Guide: Wage Growth During the Recession
Homework 2
HW Guide Part A: CRSP Market Returns Indices
HW Guide Part B: Reconstructing the S&P 500 Index
Homework 3
HW Guide Part A: Replicate Fama-French 1993
Homework 4
CRSP Treasury Data Oveview
Replicating the Gürkaynak, Sack, and Wright (2006) Treasury Yield Curve
Homework 5
Final Project
Final Project Instructions and Rubric
List of Potential Final Projects
Repository
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