STATS244
Quantitative Trading: Algorithms, Data, and Optimization
Statistics
H&S - Humanities & Sciences
Course Description
Statistical trading rules and performances evaluation. Active portfolio management and dynamic investment strategies. Data analytics and models of transactions data. Limit order book dynamics in electronic exchanges. Algorithmic trading, informatics, and optimal execution. Market making and inventory control. Risk management and regulatory issues. Prerequisites: STATS 240 or equivalent.
Grading Basis
ROP - Letter or Credit/No Credit
Min
2
Max
4
Course Repeatable for Degree Credit?
No
Course Component
Seminar
Enrollment Optional?
No
Programs
STATS244
is a
completion requirement
for:
- (from the following course set: )