Programme

PGP

Term

V

Academic Year

2021-22

Course title

Quantitative & Algorithmic Trading

Area

Finance and Accounting

Credits

0.50

Instructor(s)

Prof. Gaurav Raizada (VF), Prof. Rajib Ranjan Borah (VF), Prof. Shaurya Chandra (VF)

Course Description & Objectives

Introduction: Course content: This is a quantitative oriented course with focus on algorithmic trading in financial markets including Equities, Futures & Options and Currency Derivatives. Objectives: This is a course offered by the industry practitioners and covers various aspects of Quantitative and Algorithmic Trading in a real world scenario. The students who are interested in a career in the techno-quant trading domain will get a close encounter with the various topics helpful for that.

Pedagogy

Theory classes accompanied with individual assignments