Statistics Specialist Program Supervision
- How do programs of study work at UTSC?
- A program of study (PoSt) is a curated collection of courses, core & elective, on a particular subject. These collections of courses for various programs of study are listed in the Calendar under “Program Requirements”. To get a UTSC degree, students needs 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 a course but don’t have the prerequisites; can you let me take it?
- No, program supervisors do not waive course prerequisites. At UTSC, it’s the course instructor who decides whether a student can take the course without the prerequisites. The instructor can remove students from the course at any time without notice, if the students do not have the prerequisites or the instructor’s explicit consent. Program supervisors can only waive program requirements, e.g. they can substitute a required course with a different course; but these do not automatically translate to prerequisite waivers.
- The program requires me to take a course, but I already have an exclusion to that course; can I still take it?
- Yes, you can still take courses which have some of your passed courses as exclusions. These will be marked as EXTRA courses in your transcript, and will not carry any credit, i.e. they will not be included in your GPA calculation (check the relevant section in the Calendar). The rationale is that you should not earn credit or improve your marks from taking courses on similar subjects, even if they are at different levels. EXTRA courses can still count towards satisfying course prerequisites & program requirements, and their grade still appears on your transcript.
- Can I take a course from a different campus to satisfy a UTSC program requirement?
- UTSC students can take up to 5.0 credits (10 courses) from other UofT campuses (St George & Mississauga). However, if you plan to use courses from other campuses to satisfy UTSC program requirements, you have to get the program supervisor’s permission. I.e. these courses will not automatically satisfy UTSC program requirements, even if they are very similar/exclusive to UTSC courses. Moreover, if you are taking a course from another campus you are responsible for satisfying its prerequisites, regardless of the prerequisites for similar courses at UTSC. In particular, St. George strictly enforces prerequisites for all their courses, and their Calendar explicitly mentions which UTSC courses are allowed as prerequisites.
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
- Cover letter
- Resume (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.
Quantitative Finance Resources
- International Association for Quantitative Finance
- Bachelier Finance Society
- Professional Risk Manager's International Association
- Global Association of Risk Professionals
- Society of Actuaries
Software & Data
- 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