This course provides an introduction to the art and science of financial trading. Various
timeframes, markets, instruments and analytical methods will be considered and
discussed. Success factors of successful automated and semi-automated trading
strategies will be explored and identified. As part of the course, students will, in
groups, design, backtest and forward-test their own trading systems using
specialized software, and will trade, in simulation mode, on the Chicago Mercantile
Exchange.
timeframes, markets, instruments and analytical methods will be considered and
discussed. Success factors of successful automated and semi-automated trading
strategies will be explored and identified. As part of the course, students will, in
groups, design, backtest and forward-test their own trading systems using
specialized software, and will trade, in simulation mode, on the Chicago Mercantile
Exchange.
- Instructor: Ferenc Tamas Meszaros