Market Microstructure and Algorithmic Trading: Theory and Practice

1.5 credits · Graduate

Modern financial markets have evolved to offer a variety of methods to trade and interact withother participants. Seemingly simple, the different microstructures can create opportunities for improved execution. Alongside the rise of complex market structures, algorithmic trading has become more sophisticated and increasingly reliant on AI & ML models: we introduce the core concepts of algorithmic execution, spanning the full spectrum of trading horizons, from High Frequency market-making to strategies that aim to efficiently execute large orders.