FM 5462: Market Microstructure

2 Credits

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).

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A- Average (3.633)Most Common: B+ (40%)

This total also includes data from semesters with unknown instructors.

10 students
FDCBA
  • 2.00

    /5

    Recommend
  • 1.50

    /5

    Effort
  • 2.50

    /5

    Understanding
  • 3.00

    /5

    Interesting
  • 2.50

    /5

    Activities


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