This is one of the most useful courses I have taken in this semester.
It not only shows how to make use of mathematics when you have a rough idea about the real market, but also emphasize the importance of programming skill which turns those abstract equations into reality again. Meanwhile, we need pay attention to the limit of your mathematical models. Then, by modifying, we can improve those models into which will be more reliable.
The purpose of this course is to bring together the academics and practitioners who are working on trading rules, and to introduce the students to the theory of trading and their application.
Thank you, Doctor Li, for sharing your time with us. ;D