This course focuses on the stylized facts in market microstructure and its application in algorithmic trading. In order to deal with the vast amount of real time streaming data in algorithmic trading, students will learn how to use KDB+ (a time series database) and its language q (a vectorized functional language).
Gopher Grades is maintained by Social Coding with data from Summer 2017 to Summer 2025 provided by the University in response to a public records request