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High Frequency Finance and Algorithmic Trading

This course is fully booked (no waiting list)

High frequency data should be the primary object of research because practitioners determine their trading decisions by observing tick-by-tick data. This leaves the practitioner with the problems of dealing such vast amounts of data using the right quantitative tools and models. This module provides in-depth understanding on 1) how markets are organized and regulated, 2) how traders analyze the big data from the high frequency markets, 3) how to design algorithmic trading strategies and 4) how to perform risk analysis in the context of high frequency finance. In addition to the theoretical aspects, students gain practical skills needed to analyse big data in finance, design and deploy algorithmic trading strategies. Further, apply the appropriate analysis and modelling techniques for financial risk analysis in the context of high frequency finance.  

Exam info and full course description

Exam info and full course description can be found in the course catalogue

Admission Requirements

Course specific:

A Bachelor’s degree in Business Administration or Business Economics or an equivalent degree.  

Good understanding of quantitative and statistical techniques that are relevant to undergraduate finance/economics. For example, understanding of probability, conditional probability, random variables, probability distribution, correlation and covariance, and matrix algebra. No programming background is assumed, but it helps. Access to a laptop/computer with Windows operating system is better for some Algorithmic Trading Platforms that we consider for experiments


Exchange students: nomination from your home university

Freemovers: documentation for English Language proficiency

You can read more about admission here.


Venkata Lakshmipathi Raju Chinthalapati


Academic profile

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.