Feb 22, 2024  
2020-2021 Graduate Catalog 
    
2020-2021 Graduate Catalog [ARCHIVED CATALOG]

Add to Catalog (opens a new window)

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 .



Add to Catalog (opens a new window)