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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: 29-NOV-21 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Campus Instruction Mode Instructor Section Session Schedule Location Enrollment Notes
Fall 2021 Storrs In Person Rakotomavo, Michel 001 Reg TuTh 2:00pm‑3:15pm
BUSN 202 25/40