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Re: Introduction to Algorithmic Trading Strategies 2013 @ HKUST

Home 21090308 Forums Applications Trading Strategies (Algo Quant) Introduction to Algorithmic Trading Strategies 2013 @ HKUST Re: Introduction to Algorithmic Trading Strategies 2013 @ HKUST

#2247
maziz82
Member

It is a very interesting and useful course that I am taking in this term in HKUST.  Because topics in  Algorithmic Trading Strategies are dispersed in many fields in Mathematics and Finance, hardly can one find such a summative course like this one I take. Actually, I think that the most outstanding feature of this course is that each chapter is based on academic papers related to certain algorithmic trading strategies. And I have to say that most of academic papers given by Professor Li are very classical and most of them deserve a serious reading. Because algorithmic trading strategies is like a combination of mathematics, finance and coding, I personally believe that it is another good choice to make things not that complicated and give student intuitive feelings of certain models, which is exactly what the Professor Li does in the course.  And besides, when I attend the final interview for J.P. Morgan, I was asked for disadvantages and improvements for Pairs Trading and Sharpe Ratio, which is exactly what I have learnt in Chapter 3, Chapter 4, Chapter 5 and Chapter 7. Even though at that time our courses have not reached Chapter 7, I answered that question with confidence because I pre-study some contents in the guess that some similar questions may be asked. Even though I may change the direction of my career in the near future, I will still remember instructive and creative ideas that Professor Li taught me in this course.