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Course options

  • Qualification

    MSc - Master of Science

  • Location

    Colchester Campus

  • Study mode

    Full time

  • Start date

    06-OCT-22

  • 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

Tuition fees

Students living in United States
(international fees)

£ 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

University of Essex

  • University League Table

    27th

  • Campus address

    University of Essex, Wivenhoe Park, Colchester, Essex, CO4 3SQ, England

The careers team offer dedicated international careers advice and support throughout studies and after graduation.
Central London is easily accessible from all of the university's campuses.
The University of Essex has a student body that represents over 140 nationalities and supports over 30 different cultural societies.

Subject rankings

  • Subject ranking

    63rd out of 105 9

  • Entry standards

    / Max 220
    107 48%

    64th

    8
  • Graduate prospects

    / Max 100
    50.0 50%

    72nd

    2
  • Student satisfaction

    / Max 5
    4.00 80%

    75th

    16

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