For those who would like some organized introductory materials to algorithmic trading, I have designed an algorithmic trading course using materials from published papers. The course has been successfully conducted in two universities. The course has also been used for in-house training in some companies. You may find the lecture notes here.

I am running this algorithmic trading course again in July with the NTU-SGX program.

In addition, my friend, Ernest Chan, will be conducting another algorithmic trading course in August. His course focuses on pairs trading, and using Matlab as the backtesting tool. Reuters will also be presenting their databases. Information can be found here.

Recommended Posts


  1. For on site training, can you travel to the U.K.?

  2. Very interested in the couse, but how could I get involved? I’m in HK

  3. Hello Derek, thank you for your interest in the courses. We will be running these courses in Hong Kong in Aug/Sept. Famous traders/authors will speak. Please check back the details on our website in a month.

  4. Is there any Algo trade course launch in Hong Kong? If so, how much does it cost and how long it would take?

Add a Comment