May 22, 2024  
2023-2024 Graduate Catalog 
    
2023-2024 Graduate Catalog

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 501; or consent of department.

Credits: 3