MSc Algorithmic Trading Program By Essex, University of |Top Universities

MSc Algorithmic Trading

MSc Algorithmic Trading

Essex, University of

Colchester Campus, Colchester, United Kingdom
  • QS World University Rankings
    439
  • Degree MSc
  • Study Level Masters
  • Subject Finance
  • Duration 24 months
  • Start date Jan-2000
On the MSc Algorithmic Trading, students will be equipped with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling. Students will acquire an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales and apply this to the development of real-time approaches to trading and risk-management. The topics included in the course includes hands-on project which involve order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. Students can study the use of financial market simulators for stress testing trading strategies and designing electronic trading platforms. Alongside the traditional topics in financial econometrics and market microstructure theory, this course emphasizes on areas: Statistical and computational methods; Modelling trading strategies and predictive services that are deployed by hedge funds; Algorithmic trading groups; Derivatives desks; Risk management departments.

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