Systematic Financial Trading & Analysis

Catalog description

Financial investing and trading can be divided into: fundamental (using macro and micro economic information); technical (price charts indicators); discretionary (gut feeling); and systematic (statistically supported rule generation). After learning some financial basics, we will touch upon all of these but the focus of the course will teach how to analyze, build, and evaluate trading systems, especially the process of determining ‘robustness’—whether the system will work in the real world.