Advanced Design and Testing of Algorithmic Trading Systems

3 credits · Engineering Professional

This course is intended for students who are already comfortable with Python Dash, have some knowledge of finance, trading, and market data, and wish to take a deep dive into the development and evaluation of one trading strategy. Forming teams of 2 to 4, students will produce a Python trading app which implements the team's strategy to process incoming data into actionable trade orders, pass the orders to a professional execution system, and visualize results and performance metrics as a dynamic web page. At the end of the semester, each team will present their strategy and results to Duke faculty and industry professionals at the annual Alpha Summit event. Prerequisite: Financial Technology 533.