COW :: Courseware :: Courses :: ceng509 - 20181
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: Algorithmic and Quantitative Trading
InfoStaff
description: Coverage of market structure, trading instruments, processes and trading in general, including necessary background and terminology. Presentation and illustration of electronic trading infrastructure, software tools, networking protocols, data structures and order execution. Theoretical and practical analysis of financial time series data. Building the necessary statistical framework for algorithmic decision making. Detailed coverage of basic and advanced trading strategies including high-frequency techniques and related requirements. Illustration of portfolio management schemes. Informative discussion of global and local markets and associated risks, compliances and regulations.
objective: To get filthy rich! (What else could it be?)
type: technical
oibs-code: 5710509
Instructors:
  • Selim Temizer
    email:
    room: B108
    tel: 5594
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Announcements
  • Welcome! (posted by temizer, on 2018-09-26 00:00:02)

    Rich

  • Hit Counter (posted by temizer, on 2018-09-26 00:00:01)

    Flag Counter

  • Meeting Time and Location (posted by temizer, on 2018-09-26 00:00:00)
    Monday 13:40, 14:40, 15:40 - G 102
Lecture NotesExams
Syllabus:Lectures:
  • Introduction.pdf Rest of the lecture notes are password-protected for course students only
Reading:Homeworks:Extra:
  • evaluation : 2018-12-24 13:40:00, rooms: g102
  • midterm : 2018-12-03 14:00:00, rooms: g102
Homeworks
homeworks
topic:
[[+hid]] hw_title deadline graded selectit
1 4767 Student Keys 2019-01-04 18:00:00 no select
2 4768 Attendance and Participation 2019-01-04 18:00:00 no select
3 4769 Homework 1 2018-11-22 23:59:59 no select
4 4770 Homework 2 2018-12-30 23:59:59 no select
5 4771 Homework 3 2019-01-04 18:00:00 no select
6 4772 Midterm 2019-01-04 18:00:00 no select
7 4773 Final 2019-01-04 18:00:00 no select
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2018-12-15 14:16:37, 0.018 secs
COW by: Ahmet Sacan