ORIE 5257

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  • Schedule of Classes - September 10, 2024 10:17AM EDT
  • Course Catalog - September 10, 2024 9:48AM EDT
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ORIE 5257
Special Topics in Financial Engineering VI

Course information provided by the Courses of Study 2024-2025. Courses of Study 2024-2025 is scheduled to publish mid-June.

Algorithmic trading and ML-powered tools have impacted all asset classes: beyond the most liquid (and well-studied) equity markets, we have observed a growing number of assets (such as bonds, foreign exchange, crypto, on-line adverts, etc.) that are now primarily traded electronically, yet not necessarily via a classical exchange. In this course, we will cover the tools required to compete in FX, Rates and Crypto markets, covering the main protocols (price-streams, second-price auctions, etc.) with particular emphasis on how to apply the latest ML techniques to gain a competitive edge.

When Offered Fall.

Permission Note Enrollment limited to: ORIE M.Eng. financial engineering students.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  •  9227 ORIE 5257   LEC 030

  •  
    • R
    • Aug 26 - Dec 9, 2024

    • Nuti, G

  • Enrollment limited to: Master of Engineering (MEng) financial engineers in Manhattan, NY.