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AFF 621
Market Microstructure, Algorithm Trading
This course delivers the relevant knowledge concerning market microstructure and computer aided high frequency trading. It provides the theoretical background and analytic tools necessary to sound decision making in trading stocks, fixed income securities, commodities, and futures and options. It also discusses the implementation of trading strategies with investment objectives, the balance between risk management and return maximization.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1
Mentioned in the Following Calendar Pages
*List may not include courses that are on a common table shared between programs.
- Accounting and Finance Core Elective Table II
- FIN 521 - Advanced Investment Management