FYI: New course on Computational Investing starts tomorrow!!! It is free. Find out more at https://www.coursera.org/course/compinvesting1 Good luck! Kick off message from the professor below... =========================== * This is an 8 week course (not 6 weeks). We're not sure why it still says 6 weeks on the coursera site, but we're working to have that fixed. * This is a programming project-oriented course involving Python programming. At the end of the course you will have created a working market simulator that you can use to test your own investing strategies. On average you can expect to spend up to 5 hours per week on programming. * Recommended Background: The course is pragmatic: We focus on what you need to know to analyze historical performance of portfolios and equities and how build the market simulator. We'll cover some of the pitfalls you might experience as you explore trading strategies. If you are already an experienced trader and are familiar with concepts like Mean Variance Optimization, you might not find this course challenging. * Software you'll need: In order to complete the programming assignments you will need to become familiar with basic Unix commands, and you must download and install a set of Python modules to your computer (including NumPy, SciPy, Pandas, and QSTK). The software is supported on Unix (MacOS and Ubuntu Linux). If you would like to use a Windows PC, our recommendation is to install Ubuntu with a virtual environment such as virtualbox, vmware or parallels. For more information about installing the software you will need, visit http://wiki.quantsoftware.org/index.php?title=QSToolKit_Installation_Guide
I am really excited for this course. I've taken the intro course in R (Computing for Data Analysis https://www.coursera.org/course/compdata), and continuing the one for Econometrics (Computational Finance and Econometrics https://www.coursera.org/course/compfinance). I have really learned a lot from these courses and highly recommend both of them. The coursera format is really good -- just enough structure to keep me going through it, with deadlines so I do it, and some assignments and exercises to practice the material. They have really done a good job at setting up a self-study format that is very effective.
If you go through the Forum discussions you will also find a lot of additional info not delivered as part of the class. There are over 8000 students in this class from all over the world and the notes from other students are very good. Having a good time.... slacker