Algorithmic Trading | Weatherhead School at Case Western Reserve University

Algorithmic Trading

3.00 credit hours

Finding the right algorithm to automatically and successfully trade in financial markets is the holy grail in finance. Not too long ago, Algorithmic Trading was only available for institutional players with deep pockets and lots of assets under management. Recent developments in the areas of open source, open data, cloud computing and storage, as well as online trading platforms, have leveled the playing field for smaller institutions and individual traders - making it possible to get started in this fascinating discipline being equipped with a modern notebook and an Internet connection only. Coding experience required or consent of instructor required. This course aims to: - Trace the evolution of quantitative trading strategies and hedge funds - Expose students to the landscape of datasets (both Reference Data and Market Data) - Discuss univariate time series models and multivariate time series models - Introduce select advanced ideas such as volatility models and optimal execution algorithms - Evaluate the performance of these trading strategies - Provide a comprehensive overview of news analytics Offered as BTEC 412, FNCE 412, and FTEC 412.

No Syllabus Available

Joonki Noh (Spring 2023)

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.