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Algorithmic Trading and Quantitative Strategies

STATS242


Online


Description

This introduction to financial trading strategies will focus on stock and equity markets as well as the use of statistical arbitrage methods. Particular emphasis will be on developing, automating and evaluating models that reflect market and behavioral patterns. This course will balance between learning and practicing theory for practical application to realistic trading and strategy problems.

Instructors

Raja Velu, Visiting Professor, Statistics

Topics Include

  • Methodologies related to high frequency data and stylized facts on asset returns
  • Dynamic trade planning with feedback
  • Momentum strategies
  • Pairs trading.

Grading

  • Homework (3 Assignments)- 60%
  • Final Project- 40%

Units

3.0

Prerequisites

STATS240P or equivalent

Course Preview

We highly recommend watching the course preview to ensure you have the requisite background and understand the scope of material covered.


Enrollment Options

Select a location, then click course number/date to view details.

STATS242 - 004 Summer 2013-14 Available

Enroll in this Section

Day Date Time Location
Mon, Wed   Jun 23 to Aug 18, 2014 9:30AM to 10:45AM PT Online

Non Degree Option
Note: Enrolling in this course for credit under the Non Degree Option requires an approved application. If you do not already have an approved application on record, the application will be presented to you as part of the checkout process. If your application is denied, tuition and fees for the course will be refunded.

Textbooks/Course Materials
Students enrolled in a graduate course for credit are required to complete homework assignments, projects, and take exams as required of all students during the 10-week quarter. Information regarding textbooks and materials is usually covered in the first lecture and may also be found on the course Web site.

Units: 3

Instructor(s):
Raja Velu

Tuition Option(s):
For Credit (member) $3,360.00 ?
For Credit $3,960.00 ?
Audit (member) $995.00 ?
Audit $1,150.00 ?