Algorithmic Trading and Quantitative Methods

Catalog description

This course offers a comprehensive introduction to algorithmic trading and quantitative methods, with a strong emphasis on practical application. Students will analyze financial market microstructure, design and implement algorithmic trading strategies, and conduct rigorous back-testing using real-world data. The course delves into the execution, slippage, transaction costs, and post-trade analytics, along with risk management and regulatory considerations. This course bridges theory and industry practice, equipping students with the quantitative and coding skills required for careers in algorithmic trading and data-driven finance. Prerequisite Course(s): Prerequisites: BUSA 660