Introduction to Quantitative Trading

Introduction to Quantitative Trading

This is a course that I taught at a number of universities including Fudan University, National University of Singapore, Nanyang Technological University and Hong Kong University of Science and Technology to undergraduate and master's students. It introduces students to algorithmic trading or quantitative trading. Unlike most quantitative finance courses which focus on options trading and options risk management, this course focuses on trading, portfolio management or wealth management. A "quant" portfolio manager or a trader usually starts with an intuition or a vague trading idea. Using mathematics, s/he turns the intuition into a mathematical trading model for analysis, back testing and refinement. When the quantitative investment model proves to be likely profitable after passing rigorous statistical tests, the portfolio manager implements the model on a computer system for automatic execution. In short, quantitative trading is the process where ideas are turned into mathematical models and then coded into computer programs for systematic trading. It is a science where mathematics and computer science meet. In this course, students study investment strategies from the popular academic literature and learn the fundamental mathematics and IT aspects of this emerging field. After satisfactorily completing this course, the students will have an overview of the necessary quantitative, computing, and programming skills in quantitative trading.

from an investment bank trader perspective

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What you will learn

• Study investment strategies from the popular academic literature and learn the fundamental mathematics and IT aspects of quantitative trading.
• Have an overview of the necessary quantitative, computing, and programming skills in quantitative trading.
• Create your own trading strategies.

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Level: All Levels

Duration: 19.5 hours

Instructor: Haksun Li