Lecturer: Peter Bossaerts
Department: Economics
Level: Post grad
Summary: The overall aim is to introduce students to the microstructure of modern financial markets in general, and to algorithmic trading in particular. Algorithmic trading refers to the use of robots (automatic order submission computer program) to accomplish a certain trading goal, such as automatic market making, statistical arbitrage, technical analysis, portfolio rebalancing, etc. Students will be given the opportunity to get hands-on experience in purposely designed online financial markets, directly as manual traders, and indirectly by means of python scripts. We use Flex-E-Markets as online trading platform, and a python package called FMClient that allows python scripts to interface with Flex-E-Markets.