| Course Code | Course Name | Credits | Hours |
|---|---|---|---|
| AB04026 | Algorithmic Trading | 3.0 | 3 |
| Description | This course connects with the last semester courses “program trading” (limited to last semester students to join). We will use the R language for more sophisticated trading strategy construction, including K-bar analysis, index construction, trading signal exploration, money management, and so on. In addition, we will invite the instructor to teach XQ program trading software in the last half-semester, usingXS program grammar to back-testing trading strategies. | ||