ORIE 5257

Last Updated

  • Schedule of Classes - January 15, 2024 7:50PM EST
  • Course Catalog - January 15, 2024 7:28PM EST

ORIE 5257
Special Topics in Financial Engineering VI

Course information provided by the Courses of Study 2023-2024.

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 GradeNoAud

  • 10678 ORIE 5257   LEC 030

  •  
    • R Cornell Tech
    • Aug 21 - Dec 4, 2023

    • Nuti, G

  • Instruction Mode: In Person
    Taught in NYC at Cornell Tech. 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.”