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University of Essex: Algorithmic Trading

Institution University of Essex View institution profile
Department Computer Science and Electronic Engineering
Web essex.ac.uk
Email pgadmit@essex.ac.uk
Telephone 01206 872719
Study type Taught

Summary

On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling.

We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management.

The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.

In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on areas:

  • Statistical and computational methods

  • Modelling trading strategies and predictive services that are deployed by hedge funds

  • Algorithmic trading groups

  • Derivatives desks

  • Risk management departments

Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation. We are supported by Essex’s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School.

Master of Science - MSc (PG)

University of Essex

We Are Essex. Are you? Join the University of Essex, one of the top 30 universities in the UK (Guardian University Guide 2024).

As an Essex postgraduate you’ll have the freedom to challenge, ask the difficult questions and take intellectual risk. You’re taught and supported by world-leading academics in our research-intensive environment that will enable you to make a difference. You’ll be among Nobel Prize-winners, award-winning directors, presidents, astronauts and over 100,000 other alumni who have gone on to shape the world.

Research quality 

We’re dedicated to delivering high-impact research, our pioneering work continues to change the world. During …

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