High Frequency Finance and Algorithmic Trading

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.

Course leader

Venkata Lakshmipathi Raju Chinthalapati

Target group

Master's level

Fee info

EUR 691: EU/EEA citizens
EUR 1717: NON-EU/EEA citizens

Scholarships

No scholarships available

Register for this course
on course website