Re: Introduction to Algorithmic Trading Strategies 2012 @ NUS

Home 21090308 Forums Re: Introduction to Algorithmic Trading Strategies 2012 @ NUS


I have noted down what I think and I found it is a bit long.

The module itself is similar to all the rest of university modules. It shows theory and it shows some of the real-world applications. There are not much to talk about the notes and theories.


The most surprising and valuable factor of QF5205 is the lecturer – Dr. Li Haksun. Why so? I list some key points:

1.He is excellent in his working experience. Reading his own introduction, you would realize this fact (I do not need to elaborate and prove how 牛 he is).

2.His teaching style is “ASKING & THINKING”. I love that! Normally we accept what teachers talk about. We seldom question “why”. We seldom question about the underlying assumptions and the potential limitations. Meanwhile, teachers seldom ask us to think about it. Describing by a Chinese phrase, it is “填鸭”. But here in this module, it is different. You are experiencing an excellent thriving journey on “thinking & questioning”. That is unique and astonishing. That is the feature the best educational institute should acquire. That is the characteristics the scientists and smart guys should put efforts on. Not only the equations and theories, but also the assumptions, reasons and limitations. Through the process, you trained your ability to think. I believe this is the essence of “critical thinking”.

3.Quote some sentences I like:

“Theory is useless unless you can implement it in reality.”

“Money, we care about making money.” (I think this one explains why a is true.)

“Mathematic tools are powerful. But you have to know the limitations and assumptions.”

Above sentences are not 100% exactly quoted, since I cannot remember his exact wording.  If you wish to know, just go and take the module.


Some suggestions: Please, if possible, insert more about your philosophy, no matter it is about general-life or trading-job. They have much more value than the theory and notes (of course, the material itself is useful). Tell us some of your experience and stories. I believe they must be encouraging and exciting. Curious about it! If you really decide to talk about yourself more in future, please let me know (jsz66lj@gmail.com) and I wish come to hear.

I enjoy this module very much and thank you for bringing such wonderful learning experience, Dr Li.  8)

Good luck to all!  ;D