- Schedule of Classes - June 23, 2021 7:14PM EDT
- Course Catalog - June 23, 2021 7:15PM EDT
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.
Regular Academic Session.
Credits and Grading Basis
2 Credits Graded(Letter grades only)
Class Number & Section Details
- REngineering in NYC
- Aug 26 - Dec 7, 2021
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 firstname.lastname@example.org
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