Papers & course files
Slides, papers and course files from the original site, as they were published. Files are served unchanged.
Course pages
- Materials for FE8827: Quantitative Trading Strategies, 2011, Nanyang Technological University
- Materials for QF5205, Fall 2011, National University Of Singapore
- Introduction to Algorithmic Trading Strategies
- Quantitative trading strategies group projects for FE8827, 2011, Nanyang Technological University
- Quantitative trading strategies group projects for QF5205, Fall 2011, National University Of Singapore
Papers and presentations
| File | Type | Size |
|---|---|---|
| AlgoQuant.ppt | PPT | 1.8 MB |
| AlgoQuant.pptx | PPTX | 215 KB |
| Algorithmic Trading as a Science.ppt | PPT | 2.5 MB |
| Algorithmic Trading as a Science.pptx | PPTX | 1.2 MB |
| AlgorithmicTradingAsAScience.pdf | 635 KB | |
| HKUST-FYP.pdf | 742 KB | |
| HKUST-FYP.pptx | PPTX | 1.3 MB |
| My Experience with Algorithmic Trading.ppt | PPT | 2.5 MB |
| My Experience with Algorithmic Trading.pptx | PPTX | 300 KB |
| MyExperienceWithAlgorithmicTrading.pdf | 1.5 MB | |
| SuanShu introduction.ppt | PPT | 832 KB |
| SuanShu introduction.pptx | PPTX | 345 KB |
| SuanShuIntroduction2013Jan.pdf | 351 KB | |
| The Role Of Technology In Quantitative Trading Research.pptx | PPTX | 1.1 MB |
| TheRoleOfTechnologyInQuantitativeTradingResearch.pdf | 235 KB | |
| TradingAndInvestmentAsAScience.pdf | 778 KB | |
| template2010.pptx | PPTX | 184 KB |
| template2011.pptx | PPTX | 102 KB |
course1
| File | Type | Size |
|---|---|---|
| hw1.docx | DOCX | 16 KB |
| hw2.docx | DOCX | 16 KB |
| hw3.docx | DOCX | 20 KB |
| hw4.docx | DOCX | 17 KB |
| hw5.docx | DOCX | 17 KB |
| lecture1.pdf | 576 KB | |
| lecture1.pptx | PPTX | 592 KB |
| lecture2.pdf | 367 KB | |
| lecture2.pptx | PPTX | 1.6 MB |
| lecture3.pdf | 232 KB | |
| lecture3.pptx | PPTX | 2.2 MB |
| lecture4.pdf | 583 KB | |
| lecture4.pptx | PPTX | 4.1 MB |
| lecture5.pdf | 599 KB | |
| lecture5.pptx | PPTX | 2.4 MB |
| lecture6.pdf | 662 KB | |
| lecture6.pptx | PPTX | 2.3 MB |
| lecture7.pdf | 491 KB | |
| lecture7.pptx | PPTX | 1.9 MB |
| lecture8.pdf | 466 KB | |
| lecture8.pptx | PPTX | 1.6 MB |
course1/ntu2011
| File | Type | Size |
|---|---|---|
| basket.pptx | PPTX | 202 KB |
| basket.zip (not online — too large to host; available on request) | ZIP | 38.4 MB |
| bayesian.ppt | PPT | 622 KB |
| bayesian.zip (not online — too large to host; available on request) | ZIP | 41.4 MB |
| bvar.pptx | PPTX | 411 KB |
| bvar.zip | ZIP | 8.7 MB |
| equities.pptx | PPTX | 289 KB |
| equities.zip (not online — too large to host; available on request) | ZIP | 38.4 MB |
| fast.pptx | PPTX | 413 KB |
| fast.zip | ZIP | 710 KB |
| leadlag.pdf | 5.0 MB | |
| leadlag.zip | ZIP | 2.2 MB |
| pairs.ppt | PPT | 1.2 MB |
| pairs.zip | ZIP | 1.9 MB |
| small.pdf | 2.0 MB | |
| small.zip | ZIP | 12.0 MB |
| statarb.docx | DOCX | 926 KB |
| statarb.pptx | PPTX | 837 KB |
| statarb.zip | ZIP | 12.7 MB |
course1/nus2011
| File | Type | Size |
|---|---|---|
| MA.RSI.pdf | 894 KB | |
| MA.RSI.ppt | PPT | 4.1 MB |
| MA.RSI.zip | ZIP | 395 KB |
| bayesian.m | M | 1 KB |
| bayesian.pdf | 587 KB | |
| bayesian.pptx | PPTX | 394 KB |
| dual_beta.pdf | 896 KB | |
| dual_beta.ppt | PPT | 2.5 MB |
| fast.docx | DOCX | 287 KB |
| fast.pptx | PPTX | 635 KB |
| ga.pptx | PPTX | 1.1 MB |
| hmm.pdf | 1.3 MB | |
| hmm.ppt | PPT | 2.5 MB |
| hmm.zip | ZIP | 765 KB |
| ma.docx | DOCX | 869 KB |
| ma.ppt | PPT | 1.3 MB |
| ma.zip | ZIP | 8 KB |
| nonlinear.pdf | 362 KB | |
| nonlinear.pptx | PPTX | 1.1 MB |
| nonlinear.zip | ZIP | 57 KB |
| reaction.doc | DOC | 57 KB |
| reaction.pptx | PPTX | 713 KB |
| shift.m | M | 18 KB |
| shift.pdf | 999 KB | |
| shift.pptx | PPTX | 2.2 MB |
course2
| File | Type | Size |
|---|---|---|
| lecture1.pdf | 618 KB | |
| lecture2.pdf | 671 KB | |
| lecture3.pdf | 730 KB | |
| lecture5.pdf | 544 KB | |
| lecture6.pdf | 820 KB | |
| lecture7.pdf | 786 KB |
hkust2015
| File | Type | Size |
|---|---|---|
| hw1.pdf | 88 KB | |
| hw2.pdf | 58 KB | |
| hw3.pdf | 113 KB | |
| lecture1.pdf | 683 KB | |
| lecture2.pdf | 425 KB | |
| lecture3.pdf | 499 KB |
NTU/FE8827
| File | Type | Size |
|---|---|---|
| lecture6.pptx | PPTX | 2.3 MB |