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This repository holds the examples, the problem sets, and labs for CHEME 5660: Financial Data, Markets, and Mayhem for Fall 2023. The online notes are available here, and the lecture slides for the Fall 2023 can be found here.

The examples used in the lecture and referenced from the book and the labs are written using the Jupyter notebooks and the Julia programming language. Julia is open source, accessible, and runs on all major operating systems and platforms.

1. Install Julia (we are using v1.8.x, but future versions of Julia should also work)
2. Install Jupyter Notebooks via Anaconda

For the labs, we use Julia as our Jupyter notebook kernel; this requires the installation of the IJulia package.

To install IJulia from the Julia REPL press the ] key to enter pkg mode and the issue the command:

add IJulia

This will install the IJulia package. Suppose you already have Python/Jupyter installed on your machine. In that case, this process will also install a kernel specification that tells Jupyter how to launch Julia so we can use it in the notebook. You can then launch the Jupyter Notebook server the usual way by running jupyter notebook in the terminal.

This content is offered solely for training and informational purposes. No offer or solicitation to buy or sell securities or derivative products, or any investment or trading advice or strategy, is made, given, or endorsed by the teaching team.

Trading involves risk. Carefully review your financial situation before investing in securities, futures contracts, options, or commodity interests. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. Trading is generally inappropriate for someone with limited resources, investment or trading experience, or a low-risk tolerance. Only risk capital that is not required for living expenses.

You are fully responsible for any investment or trading decisions you make. Such decisions should be based solely on evaluating your financial circumstances, investment or trading objectives, risk tolerance, and liquidity needs.