Advanced Design and Testing of Algorithmic Trading Systems

Catalog description

This course is intended for students who are already comfortable with Python Dash, have some knowledge of finance, trading, and market data, and wish to take a deep dive into the development and evaluation of one trading strategy. Forming teams of 2 to 4, students will produce a Python trading app which implements the team's strategy to process incoming data into actionable trade orders, pass the orders to a professional execution system, and visualize results and performance metrics as a dynamic web page. At the end of the semester, each team will present their strategy and results to Duke faculty and industry professionals at the annual Alpha Summit event. Prerequisite: Financial Technology 533.