This course covers the mechanics of trading in order/quote-driven markets which are the key elements of contemporary algorithmic trading in financial markets. This module contains ten topics on various theoretical, methodological and technical aspects of high frequency finance. Substantial amount of time will be spent on understanding the concepts related to high frequency big data analysis, designing algorithmic trading strategies and the associated risk analysis.
Exam info and full course description can be found in the course catalogue.
A Bachelor's degree in Economics and Business Administration or a related degree
Exchange students: nomination from your home university
Freemovers: documentation for English Language proficiency
You can read more about admission here.
Raju is a Reader in Financial Technologies in the Department of Computing, Goldsmiths, University of London. Before joining University of London, Raju was Assistant Professor in Finance at University of Southampton.