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- econ-649 - algorithmic-trading
Northern Illinois University Course Info
Dekalb, Illinois
Course Info
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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
Units: 3.0
Prerequisites:
CSCI 501 - Programming Principles in C++
and
ECON 647 - Optimal Portfolio Choice