FIN 580 A1 - Special Topics in Finance - Basics of Trading Alg. Design
Lectures and discussions relating to new areas of interest. See class schedule for topics and prerequisites. Course Information: 4 graduate hours. No professional credit. Approved for Letter and S/U grading. May be repeated to a maximum of 18 hours in a semester; may be repeated to a maximum of 32 hours in subsequent semesters. Credit is not given for FIN 528 and FIN 580 (66393), Section ADF. Prerequisite: Varies by section.
Basics of Trading Algorithm Design. Course is open to City Scholars. Basics of Trading Algorithm Design will focus on the structure of quantitative strategies, and on the different types of strategies used in production by trading firms and asset managers. The second half of the semester, Deeper Analysis of Algorithm Testing, will focus on more advanced techniques for model evaluation, feature engineering, and using modern methods such as machine learning, as well as practical application of these skills to strategy building. This course will provide a detailed research process and tools for assessing, conceptualizing, replicating, and developing systematic trading strategies. Students will apply their knowledge in hands-on projects to replicate and evaluate existing research and to create and evaluate a new strategy model. Development of systematic trading strategies should follow a highly scientific and repeatable process. This course will start by reviewing categories of sys
Option 1Number of Required Visit(s): 0
Course Level: Graduate