Apr 19, 2024  
2016-2017 Graduate Catalog 
    
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2016-2017 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

ECON 649 - Algorithmic Trading

High-performance computational methods for high frequency and algorithmic trading. Topics include a review of available high-performance optimization hardware and software, machine learning, high-frequency market microstructure and models of financial markets, real time dynamic optimization, robotic trading algorithms, agent-based models, arbitrage strategies, and automated textual analysis.

Prerequisites & Notes
PRQ: ECON 647 and CSCI 689; or consent of department.

Credits: 3