Financial Markets Analysis

Course description:

The objectives of the development course "Analysis of the Financial Markets" is to prepare specialists of the financial markets. The aim of the course is to instill students with the skills development, testing and optimization of the decision-making in the global financial markets (stock markets, currency markets, commodity futures markets), based on the methods of technical analysis; skills of fundamental analysis of companies or assessment of various factors (macro-economic, political, climatic, technological) affecting the results of this assessment.

 

Instructor:  Rossokhin, Vladimir V.

Credit points:9

Faculty:Faculty ofEconomics 

Language: Russian

Level: Master

Academic hours: 105

Syllabus

1.     Technical analysis: principles, methods and rules. Graphic methods of technical analysis.

2.     Trend following and counter trend indicators.

3.     Combined indicators. Indicators of  position exit. Specific indicators and methods of technical analysis.

4.     Japanese candles.

5.     Risk management and money management.

6.     The principles of building, testing, and optimization of mechanical trading systems.

7.     Approaches to evaluation. Discounted cash flows. Estimating the cost of capital.

8.     Forecasting the future of the company.

9.     Assessment of continuing value.

10. Applied aspects of valuation.

11. Comparative analysis and other valuation techniques.

12. The analysis of foreign exchange markets and the commodity futures markets.

Readings

1. Achelis Steven B. Technical Analysis from A to Z: Covers Every Trading Tool – NY.: Probus Publishing Co., First Edition edition, 1994, 331 pages.
2. Brealey Richard, Myers Stewart, Franklin Allen Principles of Corporate Finance – NY.: McGraw-Hill/Irwin, 10th Edition, 2010, 875 pages.
3. Copeland, T., Koller, T., & Murrin, J. 1990 . Valuation : Measuring and managing the value of companies 1st ed. . New York : John Wiley & Sons, 2000, 492 pages.
4. DeMark Thomas R.The New Science of Technical Analysis – NY.: Wiley Finance, 1994, 247 pages.
5. Lebeau Charles , Lucas David Technical Traders Guide to Computer Analysis of the Futures Markets – NY.: McGraw-Hill, 1992, 312 pages.
6.  Pardo Robert,   Design, Testing, and Optimization of Trading Systems – NY.: Wiley, 1992, 176 pages.
7. Yamarone Richard The Trader's Guide to Key Economic Indicators – NY.:  Bloomberg Press, 2007, 328 pages.

2015/2016

Учебный год

ENG

Обучение ведется на английском языке

9

Кредиты

Кто читает:

Кафедра финансового менеджмента (Нижний Новгород) (Факультет экономики НИУ ВШЭ (Нижний Новгород))

Статус:

Курс по выбору

Когда читается:

1-й курс, 3, 4 модуль