Courses
MATH7770 Algorithmic Trading (4 units)
- Medium of Instruction:
- English
This module will provide students with a core understanding of algorithmic trading, and specifically how to develop and implement quantitative trading strategies. The module 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. This will be applied to financial data to assess the economic activity.