Postgraduate Studentships - Search for funding opportunities.
Postgraduate Studentships - Search for funding opportunities.
Study Details: MSc 1 year full-time, 2 years part-time
On our MSc Algorithmic 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.
The course includes hands-on projects on topics such as order book analysis, VWAP and 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. In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on areas: Statistical and computational methods Modelling trading strategies and predictive services that are deployed by hedge funds Algorithmic trading groups Derivatives desks Risk management departments
Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation. We are supported by Essex’s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School. More than two-thirds of our research rated ‘world-leading’ or ‘internationally excellent’ (REF 2014). This course is available to study part-time.
We will consider all applicants with 2:2 or above, or equivalent international qualifications. For some courses, there may be additional requirements which can be found on our website.
For fees and funding options including scholarships available please visit website to find out more
We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry.
Our recent graduates have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including:
Founded by Sir Albert Sloman during the peak of the counterculture, the University of Essex was built to be “a new kind of university…where rese...
