- Schedule of Classes - April 13, 2023 2:00PM EDT
- Course Catalog - April 12, 2023 7:14PM EDT
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.
Regular Academic Session.
Credits and Grading Basis
2 Credits Graded(Letter grades only)
Class Number & Section Details
- R Engineering in NYC
- Aug 22 - Dec 5, 2022
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 (firstname.lastname@example.org) and the instructor.”
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