Muchang Bahng

Personal Notes: Economics, Business, & Finance

The following are the topics I have studied (and will be planning to study) during my time in the Korean military until November 2022. As these notes are primarily for my personal use, I did not spend as much time writing them in a manner that is clear for all readers. But since it would be a waste not to share them, I uploaded them on this website. All of my personal notes are free to download, use, and distrbute under the Creative Commons "Attribution- NonCommercial-ShareAlike 4.0 International" license. Please contact me if you find any errors in my notes or have any further questions. I have used the LaTeX editing program Overleaf to create my notes; diagrams are often drawn using the tikz package or iPad Notes.
Before you start with anything, you should read through the microeconomics to understand the basics of supply and demand, and then read through macroeconomics to understand the broader effects of the economy on the market. At this point, you're pretty much ready to get started with investing.
I have divided investing into 2 groups: fundamental investing and quantitative finanace. The fundamental investing attempts to educate the reader on whether a financial security is a good buy by inspecting the valuation of the company or through the broader economy. Therefore, corporate finanace and structuring is important here to really thoroughly introduce the standard procedures of what goes on in most companies. This will allow the reader to understand the state of a firm from reading the news (e.g. if there was a recent LBO, what does it entail for my investment?). Math beyond DCF analysis is not needed. Furthermore, specific things like the different types of stock orders, the structure of the market (counterparties, brokers, etc.) are also not mentioned in detail. This note is really a simple matter of "should I buy this company or not?". If yes, we just buy it with some market order, assuming that the market is liquid and not too volatile. There is also no need to short sell.
The quantitative finanace sort of assumes you've read through the fundamental investing, as this business knowledge makes understanding things much easier. In here, we treat all securities as a stochastic process and simply focus on maximizing returns and minimizing risk. In here, knowledge about liquidity and the such is indeed important, so we first go into depth on market structure, and then move right on into trading strategies.

Microeconomics

  • Supply and Demand: Equilibrium, Elasticities, Marginal Cost/Value, Producer Theory

Macroeconomics

  • Fiscal Policy: Discretionary & Mandatory Spending, Federal Income (Taxes), Budget Deficits, National (Domestic, Foreign, Intragovernmental) Debt w/ GDP Ratio, Debt Monetization, Debt Ceilings, Historical Events affecting Income/Spending
  • Monetary Policy: M1/M2 Supply, Inflation, Interest Rates, Central & Commercial Banks, Open Market Operations
  • Global Trade & Supply Chains: Workforce, Employment Rate, Trade, Domestic/International Supply Chains, Imports & Exports, Suppliers, Manufacturers, Distributors/Wholesalers, Retailers, Trade Policies (Tariffs, Subsidies, Quotas), GDP (Expenditure Approach), Currency & Foreign Exchange, Forex Markets, Currency Pegging
  • International: Forex Markets, Global Supply Chains

Fundamental Investing

  • Private Investment: Stocks, Angel Investors, Venture Capital, Dividends
  • Accounting: Annual and Quarterly Statements, Balance Sheet, Income Statement, Cash-Flow Statement, 8-Ks
  • Corporate Structure: Management Hierarchy, Sectors and Industries, Business Models, Departments, Lifecycle, Expansion and Integration
  • Public Investment: Initial Public Offerings, Direct Listings, SPACs, Seasoned Issues, Rights Offerings
  • Corporate Restructuring: Private Equity, Mergers and Acquisitions, Sister and Parent Companies, Shell Companies, Bankruptcy
  • Company Valuation: Ratio Measures, Discounted Cash Flows, Comparables
  • Primary Debt Markets: Interest Rates, Inflation, Treasury Auctions, Daycount Conventions, Corporate Debt
  • Bond Valuation: DCF, Yields, Relation to Other Markets
  • Forwards and Futures: Settlement, Delivery
  • Swaps: Interest Rate Swaps, Forex Swaps
  • Options: Basic Heding Strategies
  • Funds: Mutual Funds, Index Funds, ETFs, Growth Funds, Hedge Funds

Quantitative Finance

  • Secondary Markets: Counterparties, Clearing Houses, Market Makers, Exchanges vs OTC Markets, Stock Prices, Limit Order Books, Types of Stock Orders, Dark Pools, Market Manipulation, HFTs, Efficient Market Hypothesis
  • Stocks: Model, Dividends, Short Selling
  • Momentum: Mean Reversion, RSI, Bollinger Bands, Moving Averages
  • Statistical Arbitrage: Pairs Trading, multiple securities
  • Portfolios: Markowitz Optimization, Capital Asset Pricing Model (CAPM)
  • Derivatives: Fowards, Futures, Options Valuation, Greeks, Black-Scholes, Implied Volatility, Dispersion Signals