Course Description

Course CodeCourse NameCreditsHours
AB06043 Algorithmic Trading 3.0 3
Description This course connects with the last semester courses ˇ§program tradingˇ¨ (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.