Algorithmic Trading Strat Using Matlab

SEN1312 Algorithmic Trading Strategies Using MATLAB

(Senior Instructor: Philip Dunay) Trading stocks can be a mentally stimulating and highly rewarding experience. However, with the rise of cheap computer processing power and speed, algorithms have overtaken humans regarding entering trades in the markets. This course will teach students how to develop trading algorithms using MATLAB code. Students will simulate trades by buying and selling equities, tracking portfolio performance, analyzing data and managing risk. No prior experience in MATLAB is necessary, nor is the completion of MCE/SME, although these will be useful courses to have taken.

Course Schedule:
Class 1 - Wednesday, January 27
Class 2 - Wednesday, February 3
Class 3 - Wednesday, February 10
Class 4 - Wednesday, February 17
Class 5 - Wednesday, February 24
Class 6 - Senior Seminar Showcase: Tuesday or Wednesday evening, 3/1 or 3/2. Details to be confirmed by first day of class.

  • Program: Undergraduate
  • Division: Other
  • Course Number: SEN1312
  • Number of Credits: 0