ORIE 5257
Last Updated
- Schedule of Classes - November 1, 2024 7:44PM EDT
- Course Catalog - November 1, 2024 7:07PM EDT
Classes
ORIE 5257
Course Description
Course information provided by the Courses of Study 2024-2025.
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 GradeNoAud(Letter grades only (no audit))
-
Class Number & Section Details
-
Meeting Pattern
- R Cornell Tech
- Aug 26 - Dec 9, 2024
Instructors
Nuti, G
-
Additional Information
Instruction Mode: In Person
Enrollment limited to: Master of Engineering (MEng) financial engineers in Manhattan, NY. Cornell Tech ORIE students MUST receive permission from Victoria Averbukh (vza1) and the instructor to enroll.
Share
Or send this URL: