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- University of Essex
- MSc Algorithmic Trading
Course options
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Qualification
MSc - Master of Science
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Location
Colchester Campus
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Study mode
Full time
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Start date
06-OCT-22
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Duration
1 year
Course summary
On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling.
We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales and apply this to the development of real-time approaches to trading and risk-management.
The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You can study the use of financial market simulators for stress testing trading strategies and designing electronic trading platforms.
In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on areas:
- Statistical and computational methods
- Modelling trading strategies and predictive services that are deployed by hedge funds
- Algorithmic trading groups
- Derivatives desks
- Risk management departments
Your future
We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry.
Our recent graduates have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including:
- HSBC
- Mitsubishi UFJ Securities
- Old Mutual
- Bank of England
Application deadline
01 August 2022
Modules
Tuition fees
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£ 20,350per year
Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.
University information
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University League Table
27th
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Campus address
University of Essex, Wivenhoe Park, Colchester, Essex, CO4 3SQ, England
Subject rankings
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Subject ranking
63rd out of 105 9
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Entry standards
/ Max 220107 48%64th
8 -
Graduate prospects
/ Max 10050.0 50%72nd
2 -
Student satisfaction
/ Max 54.00 80%75th
16