MSc Algorithmic Trading
Postgraduate
In Colchester
Description
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Type
Postgraduate
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Location
Colchester
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Duration
1 Year
About the course
On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling
We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management
The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions
You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms
In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on areas:
Statistical and computational methods
Modelling trading strategies and predictive services that are deployed by hedge funds
Algorithmic trading groups
Derivatives desks
Risk management departments
Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation
We are supported by Essex’s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School
Facilities
Location
Start date
Start date
Reviews
Subjects
- Trading
- Financial
- Financial Training
- Finance
- Computational
- Market
- Algorithmic Trading
- IT risk
- Risk
- Risk Management
- Teaching
- Financial Modelling
- Trading Strategies
- School
- International
- Engineering
- Economics
Course programme
Postgraduate study is the chance to take your education to the next level. The combination of compulsory and optional modules means our courses help you develop extensive knowledge in your chosen discipline, whilst providing plenty of freedom to pursue your own interests. Our research-led teaching is continually evolving to address the latest challenges and breakthroughs in the field, therefore to ensure your course is as relevant and up-to-date as possible your core module structure may be subject to change.
For many of our courses you’ll have a wide range of optional modules to choose from – those listed in this example structure are, in many instances, just a selection of those available. Our Programme Specification gives more detail about the structure available to our current postgraduate students, including details of all optional modules.
Year 1
CCFEA MSc Dissertation
Big-Data for Computational Finance
High Frequency Finance and Empirical Market Microstructure
Introduction to Financial Market Analysis
Professional Practice and Research Methodology
Quantitative Methods in Finance and Trading
Trading Global Financial Markets
Cloud Technologies and Systems (optional)
Constraint Satisfaction for Decision Making (optional)
Creating and Growing a New Business Venture (optional)
Digital Signal Processing (optional)
Evolutionary Computation and Genetic Programming (optional)
Financial Engineering and Risk Management (optional)
High Performance Computing (optional)
Industry Expert Lectures in Finance (optional)
Learning and Computational Intelligence in Economics and Finance (optional)
Mathematical Research Techniques Using Matlab (optional)
Programming in Python (optional)
Text Analytics (optional)
Teaching
Taught over one year on a full-time basis
Taught modules for the first two terms, followed by a dissertation in the summer
Study is highly practical and involves both lectures and hands-on laboratory sessions
Analyse and model real world financial data
Attend lectures given by practitioners, including senior staff from HSBC, Olsen Ltd, Royal Bank of Scotland and the Financial Services Authority
Assessment
Courses are awarded on the results of your written examinations, together with continual assessments of your practical work and coursework
Dissertation
Many dissertations have formed the basis of published research papers
Students have been invited to present at international conferences and renowned institutions, such as the Bank of England
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Additional information
MSc Algorithmic Trading