MSc Algorithmic Trading

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.

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, and Bank of England.