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High Frequency Finance and Trading – (M.Sc.)
University of Essex
Centre for Compuational Finance and Economic Agents
| Location: | Colchester / United Kingdom / View location on map ▾ Hide location on map ▴ | ||
| Duration: | 12 months | Start Date: | October |
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| Languages: | English | ||
Location of University of Essex
The University of Essex is one of the UK's leading academic institutions, ranked ninth nationally for research excellence following the last Research Assessment Exercise (RAE).
On our MSc High Frequency Finance and 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. In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on statistical and computational methods for modelling trading strategies and predictive services that are deployed by hedge funds, algorithmic trading groups, derivatives desks, and risk management departments.
MSc High Frequency Finance and Trading includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.
Contents
On our MSc High Frequency Finance and 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. In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on statistical and computational methods for modelling trading strategies and predictive services that are deployed by hedge funds, algorithmic trading groups, derivatives desks, and risk management departments.
MSc High Frequency Finance and Trading includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.
IELTS
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Register Now!Requirements
Upper second class honours degree, or equivalent, in relevant subject area.
IELTS 6.0.
Additional Requirements
| Minimal degree required: | Bachelor's degree |
| Minimal amount of work experience | Not specified |
Language Proficiency
| IELTS Band: | 6.0 |
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