ECON 123LForecasting of Asset Prices and Portfolio Design Laboratory
Economics · 1 units · Undergraduate upper division (100-199)
Hands-on approach in which students write computer codes associated with concepts learned in Economics 123. Students apply these codes to real-world data in order to generate exchange rate and asset price forecasts and evaluate prediction accuracy of their forecasting models. Students use these forecasts to construct short-long portfolios of currencies and assess reward-risk trade-offs of such portfolios. To generate and evaluate forecasts, students use Tradestation software, which can be accessed in Social Sciences Computing laboratories.
P/NP or letter grading.
When it runs
Not on the schedule for any of Fall 2025 through Spring 2027. UCLA publishes only that window, so this does not mean the course is gone — check the official listing.
Requisites
Official UCLA wording
Requisites: courses 41, 102, 103, 103L, or consent of instructor. Enforced corequisite: course 123.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 123L
- ECON 41Probability and Statistics for Economists
- ECON 102Macroeconomic Theory
- ECON 103Introduction to Econometrics
- ECON 11Microeconomic Theory
- MATH 170EIntroduction to Probability and Statistics 1: Probability
- STATS 100BIntroduction to Mathematical Statistics
- ECON 103LEconometrics Laboratory
- STATS 100AIntroduction to Probability
- MATH 170SIntroduction to Probability and Statistics 2: Statistics
- ECON 123Forecasting of Asset Prices and Portfolio Design
5 direct requisites. Showing 39 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.