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Prerequisites: FNCE 3101; FNCE 3302 or 3303; open only to Business 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: 20-SEP-19 05.20.20.002631 AM
|1198 10708 1 001||Fall 2019||Storrs||In Person||Rakotomavo, Michel||001||Reg||TuTh 2:00pm‑3:15pm
||BUSN 203||10/40||Introduction to Algorithmic Trading|