David Kane is the Preceptor in Statistical Methods and Mathematics in the Department of Government at Harvard University. He served as an officer in the United States Marine Corps from 1988 to 1991. Prior to returning to Harvard in 2018, he worked in quantitative finance for two decades, mostly as an equity portfolio manager at firms including Numeric, Geode, Millenium, Point72 (formerly SAC), Acadian and Hutchin Hill. In 2016 he was a Professor of the Practice at Middlebury College.
PhD in Political Economy and Government, 1998
BA in Economics and Philosophy, 1988
GOV 1005: Data
M/W 1:30 – 2:45
Data matters. How much money is spent on US political campaigns? How does the Chinese government use social media? How many seats will the Democrats control in the Senate after the next election? How does Harvard College decide whom to admit? We need data to answer these questions.
This course will teach you how to work with data, how to gather information from a variety of sources and in various formats, how to import that information into a project, how to tidy and transform the variables and observations, how to visualize and model the data for both analysis and prediction, and how to communicate your findings in a sophisticated fashion. Each student will complete a final project, the first entry in their professional portfolio. Our main focus is data associated with political science, but we will also use examples from education, economics, public health, sociology, sports, finance, climate and any other subject area which students find interesting.
We use the R programming language, RStudio, GitHub and DataCamp. Although we will learn how to program, this is not a course in computer science. Although we will learn how to find patterns in data, this is not a course in statistics. We focus on practice, not theory. We perform empirical analysis rather than write mathematical derivations. We make stuff.
Harvard Ec 970: Sophomore Tutorial
Elite Education: Rhetoric and Empirics
This course reviews the economic literature on elite colleges in the United States while studying the theory and practice of persuasion: using words, statistics and graphics to convince others, and yourself, of some claim. You will learn how to write persuasive essays, how to pick out the flaws in your opponent’s argument, how to shift the terms of a debate to your advantage and how to marshal statistics and graphics to your side. We will study topics like: Which students choose to apply to colleges like Harvard? Which are admitted? What influence do athletics, legacy, race and wealth play in admissions? How do students perform while at college? How much of a problem is grade inflation and what might be done about it? Do elite colleges increase or decrease economic mobility? How generous are alumni after graduation? Yet beyond the empirical question concerning how the world works today, we are also interested in discussing the normative questions surrounding how elite colleges ought to function tomorrow. Natural Philosophers, the classical name for Economists, have wrestled with questions of Rhetoric since Plato confronted the Sophists two thousand years ago. Our class will continue that conversation in the context of contemporary debates about elite education in the United States.
Middlebury INTD 0318 : Quantitative Finance
This class will introduce students to applied quantitative equity finance. First, we will develop the technical skills needed to do serious research, the most important of which is proficiency with R and RStudio. Second, we will briefly review the history and approach of academic research in equity pricing via selected readings. Students will work as teams to replicate the results of a published academic paper and then extend those results in a nontrivial manner. This course is designed for two types of students: first, those interested in applied financial research, and second, those curious about how that research is used and evaluated by finance professionals.
11 years ago, R made its first appearence at Boston’s Fenway Park.