Course ObjectiveIn this course, students: ¶
- learn to understand the organization of financial markets¶
- learn to understand the principles of algorithmic trading¶
- apply quantitative skills in setting up an investment strategy
Course ContentIn this course we will look at technological advances in the area of
investments. Information technology has impacted the world of
investments from the side of both the organization of markets as well as
the market participants. Instead of one physical exchange, assets are
now traded on multiple electronic exchanges. This has major consequences
for the dissemination of information and price formation. Second,
computerized trading has become the dominant force in equity markets.
The question is, however, whether this is positive or negative for
Teaching MethodsLectures and tutorials.
Method of AssessmentWritten exam and assignments.
Entry Requirements- Python for Finance¶
- Asset Pricing
Recommended background knowledge- Machine Learning for Finance
|Language of Tuition||English|
|Faculty||School of Business and Economics|
|Course Coordinator||dr. J. Wrampelmeyer|
|Examiner||dr. J. Wrampelmeyer|
prof. dr. A.J. Menkveld
dr. J. Wrampelmeyer
You need to register for this course yourself
Last-minute registration is available for this course.
|Teaching Methods||Study Group, Lecture, Computer lab|
This course is also available as: