ORIE 5252

ORIE 5252

Course information provided by the Courses of Study 2017-2018.

The course focuses on the tools and techniques used by quantitative traders. The topics covered include risk measurement and management, alpha forecasting methods, and the development and application of trade execution cost models. The emphasis of the course is to enable students to apply quantitative financial models within a real-life trading environment. This course is co-taught with an adjunct practitioner working in quantitative finance.

When Offered Fall.

Permission Note Enrollment limited to: financial engineering M.Eng. students in NYC.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • Topic: Quant Portfolio Management: from Model to Market

  • 11454 ORIE 5252   LEC 030

  • Taught in NYC. Enrollment limited to: MEng financial engineers.