Programme Content
Orientation module
The orientation module will prepare you for the rest of the programme and will:
This will stand you in good stead as you embark on the rest of your programme.
Module 1
Review the fundamentals of classical and behavioural finance, and how theoretical trading models are applied.
Module 2
Interpret the historical and current state of systematic trading as well as the key challenges and opportunities faced by the industry.
Module 3
Illustrate the processes used to model automated trading systems for different types of financial markets.
Build a simple time series momentum model in Python and evaluate the performance of a long-only strategy using the Sharpe, Sortino and Calmar ratios.
Module 4
Assess the efficacy of an algorithmic trading model within a live environment or real-world market circumstance.
Module 5
Assess whether a trading model or fund is worth investing in based on key evaluation criteria.
In modules 4 and 5, you will build a simple volatility-scaled time series momentum model, weight signals using different timescales and use more sophisticated methods.
Module 6
Formulate a view on the relationship between emerging technologies and the future of systematic trading.
