Algorithmic Trading


The module aims at introducing algorithmic trading or risk
premia strategies, their rationales, properties, design and
use. These are presented as an introduction to the primary
strategies and common themes in algorithmic trading,
together with areas for further study and development,
including the latest machine-learning methodologies. The
goal is to give a broad overview of strategies in common
use, so students can be equipped with methods for
implementing these and exploring their known and
provable properties

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