Quantitative Strategies

(4 Credits)

This course is designed to teach students about the principles and techniques of quantitative and algorithmic trading which involves the application of mathematical and statistical tools to analyze financial markets. Students will work in groups of two to three to develop their own trading strategies step by step through generating trading ideas, back-testing strategies, executing trades and evaluating different strategies’ performance. By the end of this course, students will have learnt most of the widely used trading strategies in the quant fund market and will be able to apply the knowledge to develop their own quantitative trading strategies. Prerequisite: BUSF-SHU 202 Foundations of Finance and CSCI-SHU 11 Introduction to Computer Programming Fulfillment: BUSF Finance Elective; BUSM Non-Marketing Elective; IMB Business Elective