Financial Trading Design and Technology
The course provides an introduction to the art and science of trading. Various timeframes, markets, instruments and analytical methods will be discussed. Success factors of automated and semi-automated trading strategies will be explored. Students will, in groups, design, backtest and forward-test their own trading strategies, and will trade them, in simulation mode, on the Chicago Mercantile Exchange. Licenses to the software tools used (NinjaTrader, BlackBird and BloodHound) as well as live datafeeds to the CME will be provided to all participants for the duration of the course.
Students will learn theories, models, quantitative methods and their applications as they relate to trading. Students will also acquire a fundamental understanding of what is required to build and deploy profitable trading strategies.
- Group case presentation 40 points
- Final exam 40 points
- Class participation 20 points
- - Basic finance and statistics skills, basic Windows skills, familiarity with basic stock market terminology, interest in financial markets