Course Websites

IE 421 - High Frequency Trading Tech

Last offered Fall 2024

Official Description

Teaches students both the core concepts and underlying mechanics of, step by step, message by message, bit for bit, exactly how trillions of dollars in notional value are automatically traded daily around the globe, whether it is stocks, bonds, options, futures, currencies, crypto, etc. High Frequency Trading will provide students with an exciting introduction both to the modern world of automated finance and to many exciting technologies that power it. Where does the "actual" real-time price of a particular asset come from at any point in time? How exactly is it being calculated and by who or what? Is there even a single price or are there multiple, and are any of those prices actually correct? Just how fast can modern traders process market data or execute trades and how do they accomplish this? Course Information: 4 undergraduate hours. 4 graduate hours. Credit is not given if student received credit in IE 498/598 Electronic Trading or IE 498/598 High Frequency Trading. Prerequisite

Related Faculty

High Frequency Trading TechA77289LCD41730 - 2030 W  1306 Everitt Laboratory David Lariviere
High Frequency Trading TechONL79612OLC41730 - 2030 W    David Lariviere