2012-2013 Academic Catalog 
    
    May 05, 2024  
2012-2013 Academic Catalog [ARCHIVED CATALOG]

FIN 5406 - Algorithmic Trading


This course is an introduction to algorithmic trading and Direct Market Access (DMA) trading strategies. Class participants will analyze market microstructure, order placement and the execution tactics used in trading financial assets. Quantitative trading strategies will be discussed in detail. Topics include financial modeling and econometrics, technical analysis, portfolio optimization and derivatives trading. Students in this course will use Excel extensively. A background in programming is recommended, but not required.

Prerequisites: