FAQ
Academic References
I am happy to provide references to students who want to pursue graduate studies. Nevertheless, in order for my references to be substantiated and effective, I require that you have taken at least two courses from me with marks above 70 (B-). If you want to ask for a reference, make sure you take all of the following steps:
- Contact me at least two weeks before the due date; preferably well more in advance
- For graduate study applications, send me a list with all the schools & programs you are applying to together with their application deadlines
- Send me electronic copies of your:
- Complete & most recent (unofficial) transcript
- Resume used for your application
- Cover letter used for your application (if any)
- Headshot photo of yourself
- Send me a list of all courses you took with me and of any other interaction we had (e.g. projects or TAships supervised) Note that if any of the above is missing, I reserve the right to decline your reference request.
Program Supervision
Below are some FAQ about the specialist program in Statistics:
- How do programs of study work at UTSC?
- A program of study (PoSt) is a curated collection of courses on a particular subject. The detailed course requirements of various programs of study are listed in the Calendar. To get a UTSC degree, students need to complete (among other things) one the following combinations of programs: a) One Specialist, b) Two Majors, or c) One Major & two Minors. For more information, check the relevant section in the Calendar. Note that USTC students can only enroll in UTSC programs (not programs from other UofT campuses) and that all Specialist & Major programs in CMS have admission requirements.
- I want to take course XYZ, but it has course ABC as a prerequisite. Can you give me a waiver for ABC? No, program supervisors cannot waive prerequisites; they can only waive program requirements. Only the instructor of a course has the final say on who gets to take the course (in the sense that they can remove you from the course without notice if you do not have the prerequisites or their explicit consent). Program supervisors can only give waivers for program requirements, but these do not automatically translate to prerequisite waivers.
- The program requires me to take course XYZ, but I have already taken course ABC which is an exclusion to XYZ. Can/should I still take XYZ? You should check with me, but you might still have to take XYZ as an Extra course. Extra courses work like regular courses, with the exception that they do not carry credit and their mark is not included in your GPA calculation (the rational behind this is that you should not earn credit or improve you marks from taking courses on similar topics, even if they are at different levels). Extra courses can still count towards satisfying course prerequisites & program requirements, and your grade in them will still appear on your transcript.
Quantitative Finance Resources
Professional Societies
- International Association for Quantitative Finance
- Bachelier Finance Society
- Professional Risk Manager's International Association
- Global Association of Risk Professionals
- Society of Actuaries
Software & Data
- R: open source statistical software
- RStudio: IDE for R
- Rmetrics: collection of R packages for Quantitative Finance
- Quantlib: open source C++ library for Quantitative Finance
- Yahoo! Finance: free historical equity and indice data
- OANDA: free historical foreign exchange data