Financial Information Management Financial Analytics Stefano Grazioli Critical

Financial Information Management Financial Analytics Stefano Grazioli

Critical Thinking § Roll call § Easy meter 2

Financial Analytics § Financial analytics is the application of quantitative methods to financial problems: § QF, Financial Engineering are synonyms § Learning by doing: the Hedge Tournament 3

You do the talking § § § 4 Name, major… Learning objectives Things you like about the class Things that can be improved Attitude towards the Tournament

Financial Information Management Our robotrader: The Spartan Trader 1. Accessing the data

Tournament objective Given an illiquid portfolio of stocks and options, plus some cash, invest the cash to minimize the risk of losses. 6

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Spartan Trader functionality 8 Access data Trade securities Compute metrics Recommend actions

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Financial Information Management What Is New In Technology?

Financial Information Management Homework

Data model SERVER: f-sg 6 m-s 4. comm. virginia. edu Microsoft RDBMS sql server Hedge Tournament ALPHA § Hedge Tournament BETA Hedge Tournament GAMMA Each database has a full instance of the tournament. Each has all the tables. Different instances = different data

Datamodel is the same in the three DBs, but data may be different

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Financial Information Management Team formation