Report：Quantitative trading strategies
Time、Place：
10:00am  March13,2017、Room214, Building No2

8:00am  March14,2017、Room214, Building No.2

10:00am  March15,2017、Room109, Building No.2
Reporter： Raja P.Velu
Abstract： This course is an introduction to nancial trading strategies based on methods of Statistical arbitrage. Topics include methodologies related to high frequency data, momentum strategies, pairs trading, and technical analysis, models of order book dynamics and multi-exchange order placement and routing and dynamic-trade planning with feedback. Emphasis is on developing, automating and empirically evaluating the models that reect the market and behavioral patterns. The course will be balanced between theory and practice with a sucient theory to understand practical applications. Although the methodologies could be applied to various nancial markets, the course will mostly focus on stock and equity markets.