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

Course Schedule