IF4838 Timing and Forecasting in Financial MarketsBahçeşehir UniversityDegree Programs SOFTWARE ENGINEERINGGeneral Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
SOFTWARE ENGINEERING
Bachelor TR-NQF-HE: Level 6 QF-EHEA: First Cycle EQF-LLL: Level 6

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
IF4838 Timing and Forecasting in Financial Markets Fall 3 0 3 9
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: English
Type of course: Non-Departmental Elective
Course Level: Bachelor’s Degree (First Cycle)
Mode of Delivery: Face to face
Course Coordinator : Dr. Öğr. Üyesi BAHAR KÖSEOĞLU
Course Lecturer(s): Dr. Öğr. Üyesi HAKKI ÖZTÜRK
Recommended Optional Program Components: None
Course Objectives: Timing and forecasting in financial markets course was designed to familiarize the students with the basics of technical analysis and teach how to correctly use technical tools. Technical analysis is the forecasting of future financial price movements based on an examination of past price movements. Like weather forecasting, it does not result in absolute predictions about the future. Instead, the tools used for forecasting can help investors anticipate what is "likely" to happen to prices over time. The course will help the students to forecast for short-term stock market trends and also will show the techniques for long term predictions. A program called Metastock will be used in class. The updated data for all the markets (stock, fx, commodity, money markets) will be provided by matriks. This course provides an insight to the trading rules and the indicators of technical analysis. At the end of the course, the students are expected to figure out how to forecast the market and price movements in financial markets using major patterns, indicators and oscillators.

Learning Outcomes

The students who have succeeded in this course;
I.to be able to learn how to use Metastock program
II. to be able to learn how to read price charts
III. to be able to know major indicators and oscillators and use them in trading
IV.to be able to learn trading rules and timing in security markets
V.to be able to figure out how to forecast the market and price movements in financial markets
VI.to be able to construct a buy-sell systems in Metastock program

Course Content

Metastock program, price charts, major indicators and oscillators , timing in security markets, construct a buy-sell systems

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Introduction to Technical Market Analysis Introduction to Metastock Program
2) How to Use Metastock Program
3) Chart Reading, Interpretation of Price Charts
4) Major Patterns in Financial Markets
5) Moving Averages
6) Random Walk Index, MACD
7) Momentum, P(ROC)
8) Cycles, Timing Systems, Elliot Wave, Bollinger Bands
9) Polarized Fractal Efficiency, Parabolic SAR
10) Money Flow Index-Commodity Channel Index
11) Stochastic, RSI, Trix, Directional Moving Indicator
12) Timing and Forecasting Methods Using Some Indicators and Oscillators
13) Timing and Forecasting Methods Using Some Indicators and Oscillators
14) Constructing a Buy-Sell System in Metastock

Sources

Course Notes / Textbooks: Technical Analysis Explained by Martin J. Pring.

References: Essentials of Technical Analysis for Financial Markets, James Chen, John Wiley & Sons

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Homework Assignments 1 % 10
Midterms 1 % 40
Final 1 % 50
Total % 100
PERCENTAGE OF SEMESTER WORK % 50
PERCENTAGE OF FINAL WORK % 50
Total % 100

ECTS / Workload Table

Activities Number of Activities Duration (Hours) Workload
Course Hours 14 3 42
Application 14 2 28
Study Hours Out of Class 14 3 42
Homework Assignments 1 25 25
Midterms 1 35 35
Final 1 45 45
Total Workload 217

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) Be able to specify functional and non-functional attributes of software projects, processes and products.
2) Be able to design software architecture, components, interfaces and subcomponents of a system for complex engineering problems.
3) Be able to develop a complex software system with in terms of code development, verification, testing and debugging.
4) Be able to verify software by testing its program behavior through expected results for a complex engineering problem.
5) Be able to maintain a complex software system due to working environment changes, new user demands and software errors that occur during operation.
6) Be able to monitor and control changes in the complex software system, to integrate the software with other systems, and to plan and manage new releases systematically.
7) Be able to identify, evaluate, measure, manage and apply complex software system life cycle processes in software development by working within and interdisciplinary teams.
8) Be able to use various tools and methods to collect software requirements, design, develop, test and maintain software under realistic constraints and conditions in complex engineering problems.
9) Be able to define basic quality metrics, apply software life cycle processes, measure software quality, identify quality model characteristics, apply standards and be able to use them to analyze, design, develop, verify and test complex software system.
10) Be able to gain technical information about other disciplines such as sustainable development that have common boundaries with software engineering such as mathematics, science, computer engineering, industrial engineering, systems engineering, economics, management and be able to create innovative ideas in entrepreneurship activities.
11) Be able to grasp software engineering culture and concept of ethics and have the basic information of applying them in the software engineering and learn and successfully apply necessary technical skills through professional life.
12) Be able to write active reports using foreign languages and Turkish, understand written reports, prepare design and production reports, make effective presentations, give clear and understandable instructions.
13) Be able to have knowledge about the effects of engineering applications on health, environment and security in universal and societal dimensions and the problems of engineering in the era and the legal consequences of engineering solutions.