FINC 437: Systematic Trading Strategies
Course Description
Credits 3.
3 Lecture Hours.Overview of quantitative investing using algorithmic trading for investment management; topics include exploration of collecting and preparing financial trading data, time series analysis, trend systems, momentum and mean reversal, arbitrage, backtesting, order execution, and reporting of risk and performance measures; tools, methods, and trading techniques are taught using the R programming language and using R Studio.Prerequisites:FINC 351andFINC 361;ACCT 328or concurrent enrollment.