Spring 2024 Industrial Engineering and Operations Research E4733 section 001

ALGORITHMIC TRADING

Call Number 11765
Day & Time
Location
W 7:10pm-9:40pm
833 Seeley W. Mudd Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Sebastien Donadio
Type LECTURE
Method of Instruction In-Person
Course Description

Prerequisite(s): IEOR E4700. Large and amorphous collection of subjects ranging from the study of market microstructure, to the analysis of optimal trading strategies, to the development of computerized, high-frequency trading strategies. Analysis of these subjects, the scientific and practical issues they involve, and the extensive body of academic literature they have spawned. Attempt to understand and uncover the economic and financial mechanisms that drive and ultimately relate them.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 95 students (120 max) as of 9:06PM Wednesday, May 15, 2024
Subject Industrial Engineering and Operations Research
Number E4733
Section 001
Division School of Engineering and Applied Science: Graduate
Campus Morningside
Section key 20241IEOR4733E001