Re: Introduction to Algorithmic Trading Strategies 2012 @ NTU

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In my working field, Quants developer has been a myth to us, highly respected to their capability of IT interpretation of the mathematics analysis. This course as an introduction to me about what exactly they are doing, and how they are doing so. Given the restraint we have on time, I am not yet able to grab the in-depth understanding of every aspect.

The parts I appreciated most in this course:
1) The brief of what is currently used in the market, and where is the IT threshold impacting trading;
2) Commonly used strategies, the advantage and drawbacks;
3) trade-off between information used in building model;  value created by using this model(P/L);

Yet the information I have taken with me at the end of our half trimester study is: mathematical study of a strategy, proved to be best is not necessarily valued in trading.

Given the intensive scope of topics and technologies applied, I would appreciate a lot more if this course could at least be a Full Credit module, by that I meant having a 12 weeks course of studying, experiencing the process of implementing topics covered.