Course Description

The purpose of this project-based course is to introduce students to the world of electronic, automated, and high-frequency trading. Participants will join a team in building the technical components of a modern trading system, acquire a vocabulary for discussing and understanding financial markets and trading strategies, and learn what it takes to win in this competitive field. Topics discussed include advanced networking, algorithms, high-speed capture and storage of data, the history of trading, and a taxonomy of trading strategies. Prerequisites

Prerequisites

Proficiency in at least one programming language or experience with financial mathematics or statistics.