CENG785 ALGORITHMIC TRADING AND QUANTITATIVE STRATEGIES
| Course Code: |
5710785 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Computer Engineering |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Assist.Prof.Dr SELÝM TEMÝZER |
| Offered Semester: |
Fall Semesters. |
Course Content
Coverage of market structure, trading instruments, processes and trading in general, including necessary background and terminology. Presentation and illustration of electronic trading infrastructure, software tools, networking protocols, data structures and order execution. Theoretical and practical analysis of financial time series data. Building the necessary statistical framework for algorithmic decision making. Detailed coverage of basic and advanced trading strategies including high-frequency techniques and related requirements. Illustration of portfolio management schemes. Informative discussion of global and local markets and associated risks, compliances and regulations.
