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FIN7545

FINANCIAL TRADING STRATEGIES

FIN7545

Course Description:

FIN7545 Financial Trading Strategies
3 credit elective

In this course, students learn to develop and implement institutional (firm-level) financial trading strategies. These strategies are guided by quantitative models that identify, quantify, and manage risks and expected return. In so doing, students learn how to make decisions in an uncertain environment. The course is based on an experiential learning approach, in which trading simulation software provides a platform for delivering learning-by-doing cases. Specific cases covered in the course include: agency trading; principal (liability) trading; algorithmic market making; managing risk capital with value-at-risk; transportation, storage, and production arbitrage in commodity futures markets; and agricultural hedging. The course also covers fundamental concepts in market microstructure, such as bid-ask spreads, price discovery, information asymmetry, liquidity, and inventory risk.

Department:

Finance

Course Level:

MSBA Elective (Grad),MSF Elective (Grad),Graduate Elective (Grad)

Course Credits:

3

Course Programs:

Graduate