Close Menu

MSF 577 - High Frequency Finance

Course Description: 

High frequency trading is concerned with the development of robotic trading algorithms within a real time market environment. This course will be concerned with the development of high frequency models and the assessment of their performance.

Credit: 

(3-0-3)

Prerequisite: 

[(MSF 504 and MSF 505)]

Corequisite: 

None