ORIE 5257

ORIE 5257

Course information provided by the Courses of Study 2020-2021. Courses of Study 2021-2022 is scheduled to publish by July 1.

Algorithmic trading and ML-powered tools have impacted all asset classes: beyond the most liquid (and well-studied) equity markets, we have observed a growing number of assets (such as bonds, foreign exchange, crypto, on-line adverts, etc.) that are now primarily traded electronically, yet not necessarily via a classical exchange. In this course, we will cover the tools required to compete in FX, Rates and Crypto markets, covering the main protocols (price-streams, second-price auctions, etc.) with particular emphasis on how to apply the latest ML techniques to gain a competitive edge.

When Offered Fall.

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

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Enrollment Information
Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits Graded

  • 17655ORIE 5257  LEC 001

  • Instruction Mode: Hybrid-Online and In Person
    Taught at Cornell Financial Engineering Manhattan (not Cornell Tech, but in NYC), only for Ithaca-based ORIE MEng students with FE concentration in their third semester. Other students may petition to enroll by emailing vza1@cornell.edu