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4308. Introduction to Algorithmic Trading
3.00 credits
Prerequisites: FNCE 3101 for Business majors or MATH 3650 for Mathematics Actuarial Science Finance majors; FNCE 3302 or 3303 for Business majors or MATH 3660 for Mathematics Actuarial Science Finance majors; open only to Business majors or Mathematics Actuarial Science Finance majors of junior or higher status. Not open to students who have passed FNCE 4895 when taught as Introduction to Algorithmic Trading.
Grading Basis: Graded
Quantitative trading models implemented on computer systems for automatic execution. Examines popular trading strategies. Emphasizes hands-on experience; students will use the Matlab platform to write, backtest, and refine strategies.
Last Refreshed: 19-APR-24 05.20.07.775487 AM
| Term | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Location | Enrollment | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1248 9188 1 001 | Fall 2024 | Storrs | In Person | Rakotomavo, Michel | 001 | Reg | TuTh 2:00pm‑3:15pm |
BUSN 203 | 24/40 |