ORIE 5257
Last Updated
- Schedule of Classes - November 21, 2024 7:58PM EST
- Course Catalog - November 21, 2024 7:07PM EST
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.
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Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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Class Number & Section Details
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Meeting Pattern
- R Cornell Tech
- Aug 26 - Dec 9, 2024
Instructors
Nuti, G
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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.
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