ORIE 5257

ORIE 5257

Course information provided by the Courses of Study 2022-2023.

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.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits Graded

  • 17741 ORIE 5257   LEC 030

  • Instruction Mode: In Person
    Taught in NYC. Enrollment is limited to MEng Financial Engineering students and Cornell Tech ORIE students. Cornell Tech ORIE students MUST receive permission from Victoria Averbukh (vza1@cornell.edu) and the instructor.”