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INFT13-361: Financial Trading Systems

Description

This subject provides the opportunity to learn the tools and strategies used by investment and hedge fund managers to invest and trade in a number of financial instruments, including equities, futures, FX and ETFs in both low and high-frequency environments. Using financial data drawn from a variety of sources including Bloomberg, you will learn to model and benchmark these strategies using Python. The overall aim of this applied, research-focused subject is to explore quantitative trading strategies used to capitalise on market anomalies.

Subject details

TypeUndergraduate
CodeINFT13-361
EFTSL0.125
FacultyBond Business School
Semesters offered
  • September 2019 [Standard Offering]
Credit10
Study areas
  • Business and Commerce
Subject fees
  • Commencing in 2018: $4,247
  • Commencing in 2019: $4,290

Learning outcomes

1. Apply advanced tools and algorithmic approaches to model risk/reward relationships.
2. Critically evaluate core issues and trends related to financial trading and investing.
3. Critically evaluate the use of algorithmic approaches to advanced systems design.

Enrolment requirements

Requisites: ?

Nil

Assumed knowledge:

Assumed knowledge is the minimum level of knowledge of a subject area that students are assumed to have acquired through previous study. It is the responsibility of students to ensure they meet the assumed knowledge expectations of the subject. Students who do not possess this prior knowledge are strongly recommended against enrolling and do so at their own risk. No concessions will be made for students’ lack of prior knowledge.

Possess demonstrable knowledge in basic data science concepts and techniques to the level of a unit such as INFT12-216 Data Science

Restrictions: ?

Nil

Subject outlines

Subject dates

Standard Offering
Enrolment opens14/07/2019
Semester start09/09/2019
Subject start09/09/2019
Cancellation 1?23/09/2019
Cancellation 2?30/09/2019
Last enrolment22/09/2019
Withdraw – Financial?05/10/2019
Withdraw – Academic?26/10/2019
Teaching census?04/10/2019