Algorithmic Trading

Catalog description

Finding the right algorithm to automatically and successfully trade in financial markets is the holy grail in finance. Not too long ago, Algorithmic Trading was only available for institutional players with deep pockets and lots of assets under management. Recent developments in the areas of open source, open data, cloud computing and storage, as well as online trading platforms, have leveled the playing field for smaller institutions and individual traders - making it possible to get started in this fascinating discipline being equipped with a modern notebook and an Internet connection only. Coding experience required or consent of instructor required. This course aims to: - Trace the evolution of quantitative trading strategies, - Expose students to the landscape of different market datasets (e.g., Alpha Vantage), - Discuss linear regression models and logistic regression models, - Introduce select machine learning techniques, - Evaluate the performance of these trading strategies, - Provide an introduction to textual analysis Offered as BTEC 412 , FNCE 412 , and FTEC 412 .