Forecasting of Asset Prices and Portfolio Design Laboratory

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.