Algorithmic Trading

URL study guide

https://studiegids.vu.nl/en/courses/2024-2025/E_FIN_ALGT

Course Objective

In this course, students:
- learn to understand the organization of financial markets
- learn to understand the principles of algorithmic trading
- apply quantitative and programming skills in setting up an investment strategy

Course Content

In this course we will look at technological advances in the area of market making and investments. Information technology has impacted the world of investments from the side of both the organization of markets as well as the market participants. Instead of one physical exchange, assets are now traded on multiple electronic exchanges. This has major consequences for the dissemination of information and price formation. Second, computerized trading has become the dominant force in equity markets. The question is, however, whether this is positive or negative for market quality.

Teaching Methods

Lectures and tutorials.

Method of Assessment

Take-home exam and assignments

Target Audience

Exclusively for students in the MSc Finance: Honours Programme Finance and Technology.

Entry Requirements

- Admission to MSc Finance: Honours Programme Finance and Technology.
- Python for Finance
- Asset Pricing

Recommended background knowledge

- Machine Learning for Finance