Re: Introduction to Algorithmic Trading Strategies 2012 @ NTU

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Although I am already in the investment field, this course is a good introduction (and sometimes refresher) on the logic behind some of the most widely accepted trading strategies in the markets. More importantly, the course reveals some of the pitfalls behind conventional thinking and has taught us to be more critical in our analysis. This is important since a lot of investment analysts often make assumptions which may not be justifiable, and it is important for investment managers or even investment modelers to think critically about such problems, so that the investment framework or models are sufficiently robust.

I think this course deserves to be a full-semester module where more content can be packed into a module like this. This ensures that the students have sufficient time and the opportunity to learn more material related to this subject. Kudos to the Dr Li for teaching this course. Cheers~