The following directory lists the graduate courses which the University expects to offer, although the University in no way guarantees that all such courses will be offered in any given academic year, and reserves the right to alter the list if conditions warrant. Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.
5722. Algorithmic and High Frequency Trading
3.00 credits
Prerequisites: FNCE 5710. Open to MS in FinTech students, others with consent. Corequisite: OPIM 5512.
Grading Basis: Graded
Quantitative trading models implemented on computer systems for automatic execution. Examines popular trading strategies. Emphasizes hands-on experience; students will use Python to write, back test, and refine strategies. Focus on finance machines and automatic bots as essentials part of the current trading infrastructure in the U.S. market. Exposes students to the world of high frequency trading and market making. Intent is to be less theoretical but more practical so that students will experience firsthand some of the issues that high frequency trading system operators have.
Last Refreshed: 01-MAY-24 05.20.15.803940 AM
| Term | Class Number | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Enrollment | Location | Credits | Grading Basis | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1248 1122 1 722 | Fall 2024 | 1122 | Hartford | Online Synchronous | Hayes, Ed | 722 | Reg | Th 7:00pm‑10:00pm |
5/46 | No Room Required - Online | 3.00 | Graded |