Courses
MFFM7190 Algorithmic Trading (3 units)
- Medium of Instruction:
- English
This course will provide students with a core understanding of algorithmic trading, and specifically how to develop and implement quantitative trading strategies. The course will cover the following indicative topics: High-frequency trading and tick data, Backtesting and automated execution, Mean reversion strategies, Momentum strategies, Arbitrage strategies, Risk management and Performance evaluation.