A Tour of the Course

A Tour of the Course#

Almost everything in this course lives on GitHub. This page points you to the places you will visit every week.

This textbook#

You are reading it: https://finm-32800.github.io/. The sidebar has one chapter per lecture and one page per homework. The textbook is itself a product of the tools taught in the course. It is written in Markdown and Jupyter notebooks, built by a task runner, and published with GitHub Pages. By the end of the quarter you will be able to build a site like it for your own project.

The GitHub organization#

The course’s repositories are collected in one GitHub organization: finm-32800. A few are worth opening now.

  • hw0 is the repository for Homework 0.

  • inclass_examples holds the small, self-contained demos used in lecture: virtual environments, environment variables, PyDoit, unit tests, Sphinx, Polars, WRDS, Databento, and LaTeX.

  • case_study_clean_trace is a complete pipeline that cleans the FINRA TRACE corporate bond data. It is the kind of project you will be able to read, run, and extend by week 5.

  • finm is a student-led Python package for financial mathematics and quantitative finance. It is published on PyPI, so anyone can pip install finm, and its documentation is at https://jeremybejarano.com/finm/. It lives under my own GitHub account and not in the course organization. We study how packages like it are built in week 4, and students in this course contribute to it.

Most homework repositories are private. Once you enroll, you will receive your own private copy of each one.

A pipeline that runs every day#

The FedWatch monitor recomputes the market-implied probabilities of Federal Reserve rate changes from fed funds futures prices. Nobody runs it by hand. GitHub Actions pulls new data, runs the pipeline, and republishes the page on a schedule. Building and deploying your own copy is a homework assignment later in the quarter.

The discussion board#

Questions about the homework, the final project, and the course go on the discussion board, not in email. That way everyone benefits from the answer.

  • To be notified of new posts, “watch” the course website repository — the board is attached to it. Click Watch at the top right, then choose Custom, check Discussions, and click Apply. Leaving it on the default “Participating and @mentions” will not notify you of new threads.

  • Introduce yourself in the Introductions thread. It is also the place to find the other three members of your final-project group.

Past final projects#

The best preview of what you will be able to do at the end of the course is what earlier students did. See the past final projects page. Each one is a replication of a published finance paper, built as an automated pipeline.

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