I appreciate Dr. Li presented me with such a very systematic introduction about Algorithmic Trading Strategies in the course. As a financial Math major postgraduate, I think it very necessary to have certain knowledge about this topic, to prepare myself in the future career choices, at least to benefit myself in the foreseeable interviews. That’s why I spend the whole winter semester in this course.
The contents of this course are very rich, including pairs trading, mean reversion, trend following, risk management, etc. From the theoretical learning, to the practical programming, then to the specific project study, I have learned far more than what I had expected. Moreover, Dr. Li’s wisdom and humor add extra points to this course, and make those difficulties in the topic much easier to be understood.