Brief Course Description
1. Course Title:
Trading systems and strategies
2. Language of Instruction:
Tiếng Việt
3. Course Code:
FIN505098
4. Credits:
3
5. Course Objectives:
• Introduce and apply trading strategies based on quantitative platforms and automated identification systems to promote instant decision-making mechanisms in financial markets.
• Provide knowledge of algorithm-based trading techniques and important quantitative financial platforms.
• Offer an in-depth understanding of financial models, order placement strategies, portfolio optimization strategies, as well as automated or semi-automated trading strategies.
• Train analytical skills and application of machine learning algorithms and data mining in trading applications.
• Guide students in analyzing time frames and types of invested assets to optimize trading efficiency.
6. Brief Description of Course Content:
This course investigates methods implemented in multiple quantitative trading strategies with emphasis on automated trading and quantitative finance based approaches to enhance the trade-decision making mechanism. The course provides a comprehensive view of the algorithmic trading paradigm and some of the key quantitative finance foundations of these trading strategies. Topics such as markets, financial modeling and its pitfalls, factor model based strategies, portfolio optimization strategies, and order execution strategies as well as automated and semi-automated strategies will be explored. Additionally, the data mining and machine learning based trading strategies are also introduced, and various timeframes, markets, asset classes and analytical methods will be discussed.