hfsl_course

FE511 Introduction to Bloomberg and Thomson Reuters
Financial Engineering (Lab)
Thursday (11:00am-12:00pm)
Babbio Center: Hanlon Financial Systems Lab
By appointment
  • Spring On Campus

This course is designed to teach students the nature and availability of the financial data available at Stevens. The focus of the course will be on equity, futures, FX, Fixed Income, Options, Swaps, CDS’s, Interest Rate Swaps etc. The students will learn to how use a Bloomberg terminal. As part of the course the students will get certified in Bloomberg (BMC – Bloomberg Market Concepts). We will cover the basics of using Thomson–Reuters Tick history data and WRDS (CRSP and Compustat). The course also introduces basics of applied statistics.

After taking this course, students will be able to:

  1. Navigate the available data using the Bloomberg terminal.
  2. Retrieve relevant information for their projects.
  3. Learn how to use Bloomberg API.
  4. Navigate the available Thomson Reuters Sirca Historical Data.
  5. Navigate the avaible WRDS (CRSP, Compustat) databases.
  6. Perform simple data analysis on the data set.

 

There will be homework assignments for all section covered in this course.

 

Attendance – 5%

Assignments – 60%

Final Project – 35%

  Topic Description Assignments

Week 1

Introduction Course Introduction & HFSL Overview BBG Logins  

Week 2

Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part I Assignment 1
Week 3 Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part II  
Week 4 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part I Assignment 2
Week 5 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part II  
Week 6 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part I Assignment 3
Week 7 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part II  
Week 8 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part I Assignment 4
Week 9 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part II  
Week  10 Bloomberg Tools API - R, C++, VBA, Java Assignment 5
Week 11 Sirca – Thomson Reuters Tick History Web interface and APIWeb interface and API  
Week 12 Sirca – Thomson Reuters Tick History SAS and R – automatic downloader (API) Assignment 6
Week 13 WRDS – Wharton Research Data Services databases Web interface and API  
Week 14 Final Project Student Presentations Final Project