My Teaching

Algorithmic trading and investment

Overview This module will introduce the modern practices in finance of using algorithms to extract computer age statistical inference. The purpose of this course is not to introduce students to the vast array of machine learning algorithms.

Statistics for financial times series

Overview Statistics is the science of uncertainty and variation. This course is about the statistics of time series used economic and finance problems. The aim of this course is to teach students to apply times series financial econometrics techniques sensibly in the context of real-world empirical problems.

Teaching policies

Communication policy I like getting email. I don’t like getting emails written as text messages. Besides showing very little respect for the reader, receiving emails which aren’t written properly forces the reader to decode just what your correspondent actually wants from you, wasting their time and frustrating them.