Dec 11, 2024  
2018-2019 Graduate Catalog 
    
2018-2019 Graduate Catalog [ARCHIVED CATALOG]

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FINA 6226 - Quantitative Trading Strategies


Credits: 2

Focuses on designing and implementing trading strategies with controlled levels of risk exposure. Students are exposed to quantitative investing using big-data analysis; arbitrage strategies using statistical techniques; risk management using simulation techniques; and strategy implementation based on market structure and high frequency trading. Mathematical and statistical techniques, with emphasis on financial applications, are covered. Prerequisite: FINA 6205 .



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