埃塞克斯大学算法交易硕士专业 项目网站

Algorithmic Trading

英国 公立 科学

项目背景

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更新时间:2024-01-15

专业排名451

大学埃塞克斯大学

开学时间10月

课程学制1年

学费21350.00/GBP

专业介绍

On our MSc Algorithmic Trading, we equip you 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. We enable you to attain 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 course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.

推荐顾问

世界排名

2020年

451

2018年

351

语言要求

类型
雅思
托福
PTE
Listen
5.5
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--
Speak
5.5
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--
Read
5.5
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--
Write
5.5
--
--
总分
6
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学术要求

相关专业如计算机科学,计算机工程,计算机网络,计算机游戏,Computing,软件工程,金融,Business,经济学,物理,数学等+至少包含一门数学,微积分,线性代数,偏分方程

课程设置

CCFEA MSc Dissertation:CCFEA硕士学位论文 Big-Data for Computational Finance:计算金融的大数据 Introduction to Financial Market Analysis:金融市场分析导论 Quantitative Methods in Finance and Trading:金融和交易中的定量方法 Computational Models in Economics and Finance:经济学和金融学中的计算模型 Computational Market Microstructure for FinTech and the Digital Economy :金融科技与数字经济的计算市场微观结构 Professional Practice and Research Methodology:专业实践和研究方法