TTC 202 Computational Finance and High Frequency Trading

In this course, we will discover where computer systems are extensively used in finance so far. We will discuss the latest development in computational finance such as GPU-accelerated Monte Carlo Simulation and Smart Beta algorithms. Furthermore, trading algorithms and strategies are evaluated in detail. The life cycle of trading strategy development will be discussed as well as the tow main approaches, mean reversion and momentum strategies, studied.

 

Part 1 Where computer systems influence financial markets

  • Describe different influences of modern computational methods to typical financial problems
  • Explain how modern algorithms developed in aeronautic, fluid mechanics and cognitive science shape the financial landscape
  • How can graphic cards accelerate option pricing and how can beta become smart?

Part 2 Trading algorithm life cycle

  • Explain what steps are necessary to develop a useful automated trading strategy
  • Show how to develop promising ideas for trading strategies
  • Describe how to assess strategy鈥檚 success

Part 3 The two main approaches: Mean-Reverting and Momentum

 

  • Describe why the majority of trading algorithm can be assigned to either mean reverting or momentum
  • What does the term mean reverting trading/momentum strategy cover and how to develop such strategies?
  • What are cointegration and pair trading?

 

Contact [email protected] to learn more about our scheduled Advanced courses.

All efforts will be made to offer a fair response to cancellation of the course attendance. Course attendance can be cancelled at any time prior to the course commencing, in writing. If attendance is cancelled with over 30 days remaining before the course starts, a full refund of monies paid minus a 拢40 administration charge will be issued. If a cancellation request is received with between 29 and 7 days remaining before the course starts, a deduction of 10% in addition to the administration charge will be made before a refund is issued. If attendance is cancelled less than one week before the course starts, 70% of the monies paid in addition to the administration charge will be deducted before a refund is issued.
Full Payment is due 30 days before the course starts.
There are only 20 available places on the Course so contact us early for booking and course information. Contact [email protected] for Course registration details.
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Enrolled: 3 students
Duration: 27th/28th June 2020

Testimonials

"I chose to study the Finance Trading Programme (FTP) as I wanted to get a more hands-on approach on complex financial topics. During normal lectures, we don鈥檛 have the time to see whether the theories we learn are applicable to the real world, and if they are, how. The Trading Programme provides me with the practical tools that I will need in the real world to analyse the markets and based on that, take trades." - MSc Investment and Finance Student

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