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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
Spring 2022 Industrial Engineering and Operations Research E4733 section 001 ALGORITHMIC TRADING | |
| Call Number | 13592 |
| Day & Time Location |
W 7:10pm-9:40pm 417 International Affairs Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Sebastien Donadio |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisite(s): IEOR E4700. Large and amorphous collection of subjects ranging from the study of market microstructure, to the analysis of optimal trading strategies, to the development of computerized, high-frequency trading strategies. Analysis of these subjects, the scientific and practical issues they involve, and the extensive body of academic literature they have spawned. Attempt to understand and uncover the economic and financial mechanisms that drive and ultimately relate them. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 167 students (170 max) as of 9:04AM Monday, November 28, 2022 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4733 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Undergraduate, Engineering:Graduate, GSAS |
| Campus | Morningside |
| Section key | 20221IEOR4733E001 |
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