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MGMTMFE 431

Special Topics in Financial Engineering: Statistical Arbitrage

Course statistics

Predicted GPA
3.63
n = 1,237 · 9 terms · ± 0.015
A range
60%
of letter grades
Taken P/NP
0%
— of those passed
D / F / W
0.0%
incl. withdrawals

Sections in Fall 2026

Sections offered, with live enrollment and predicted GPA
Section Status Enrolled Seat risk Meets Instructor Predicted GPA
Lec 1 Open
18 of 72
25% full
 could fill W 1:00pm-3:50pm, T 1:00pm-3:50pm, R 1:00pm-3:50pm, T 8:30am-11:20am The Staff, Jena, A.
3.63n=1,237 · course average
Lec 2 Open
3 of 75
4% full
 could fill M 7:10pm-10:00pm, W 7:10pm-10:00pm Tsai, B.S., Luz, G.G.
3.42n=91 · this instructor
Lec 3 Open
19 of 72
26% full
 could fill M 1:00pm-3:50pm Herskovic, B., Zhang, J.
3.62n=327 · this instructor
Lec 4 Open
17 of 75
23% full
 could fill W 8:30am-11:20am, T 8:30am-11:20am, F 8:30am-11:20am Lochstoer, L.A., Lee, K.
3.63n=222 · this instructor

Enrollment history

Final enrollment per term, averaged across that term's sections. Four years deep, summer excluded. Per-section live curves are on each section page.

  • 4121F
  • 8022W
  • 7122S
  • 5722F
  • 8523S
  • 6123F
  • 4024S
  • 6624F
  • 4425S
Enrolment by term: 21F 41, 22W 80, 22S 71, 22F 57, 23S 85, 23F 61, 24S 40, 24F 66, 25S 44
Peak 85 Most recent 44 in 25S 9 terms on record

Grade distribution

  • A+ 150 · 10.1%
  • A 339 · 22.9%
  • A- 257 · 17.4%
  • B+ 391 · 26.4%
  • B 82 · 5.5%
  • B- 15 · 1.0%
  • C+ 3 · 0.2%
  • S 237 · 16.0%
  • I 6 · 0.4%

Grey bars are non-letter outcomes — P/NP, S/U, incompletes. They are excluded from the GPA entirely rather than scored, because counting a P as a 4.0 would be a fabrication.

By instructor

Instructor Predicted Raw n Terms A range
HERSKOVIC, BERNARD 3.62 3.62 327 4 57%
LOCHSTOER, LARS A 3.63 3.62 222 3 56%
SUBRAHMANYAM, AVANIDHAR 3.76 3.77 175 3 83%
AUGUSTIN, PATRICK CONSTANT 3.48 3.46 119 2 34%
TSAI, BENJAMIN S 3.42 3.39 91 2 44%
ZHANG, JINYUAN 3.56 3.55 79 1 46%
HADDAD, VALENTIN P 3.60 3.60 79 2 51%
HSU, JASON C 3.74 3.76 74 1 85%
CHERNOV, MIKHAIL 3.91 3.97 71 4 100%

“Predicted” is shrunk toward the course average, which is itself shrunk toward the department — so an instructor with a handful of students sits near the course mean rather than topping the list.

By term