Sobre este curso

University of Essex
  • Data de início

    2020 - 2021
  • Fees

    £18 460
  • Study mode

    Full-Time
  • Ucas Code

  • Campus

    The University Of Essex
  • Qualification

    Master of Science
Sumário

O melhor curso na melhor universidade para você

On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling. We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management. The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms. In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on areas: Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation. We are supported by Essexâ??s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School.

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