Algorithmic Trading

2019-2020

Course Objective

In 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 Content

In 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
market quality.

Teaching Methods

Lectures and tutorials.

Method of Assessment

Written exam and assignments.

Entry Requirements

- Python for Finance¶
- Asset Pricing

Recommended background knowledge

- Machine Learning for Finance

General Information

Course Code E_FIN_ALGT
Credits 6 EC
Period P4
Course Level 400
Language of Tuition English
Faculty School of Business and Economics
Course Coordinator dr. J. Wrampelmeyer
Examiner dr. J. Wrampelmeyer
Teaching Staff prof. dr. A.J. Menkveld
dr. J. Wrampelmeyer

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Teaching Methods Study Group, Lecture, Computer lab
Target audiences

This course is also available as: