Systematic Trading
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Overview
Subject area
MTH
Catalog Number
9897
Course Title
Systematic Trading
Department(s)
Description
This course covers the implementation of modern execution strategies and high frequency trading strategies and evaluating their performance. The risk management of these strategies, as well as their monitoring and associated portfolio construction are also covered.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
031082