ECON M123

Foreign Exchange Market and Exchange Rate Forecasting

Description: (Same as Honors Collegium M109.) Seminar, four hours. Introduction to forecasting of exchange rates. Theory linked with real-world data through use of powerful computer platform called Tradestation in computer laboratory. Analysis of how foreign exchange market works, what financial instruments are used in this market, and what main theoretical determinants of exchange rates are. Generation of exchange rate forecasts by combining theoretical concepts with real-world data using concepts and techniques from computer science, linguistics, and statistics. How to write simple codes to generate exchange rate forecasts and to evaluate accuracy of student forecasts. P/NP or letter grading.

Units: 0.0
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