15Jun
PostgraduateCourse summary
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 & 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
Modules
You can tailor your learning experience with a choice of optional modules. More information about these can be found on the University of Essex website
Entry requirements
Entry requirements for this course can be found on the course finder on the University of Essex website – www.essex.ac.uk
Fees and funding
Tuition fees
| England | £11000 | Year 1 |
| Northern Ireland | £11000 | Year 1 |
| Scotland | £11000 | Year 1 |
| Wales | £11000 | Year 1 |
| Channel Islands | £11000 | Year 1 |
| EU | £21350 | Year 1 |
| International | £21350 | Year 1 |
| Republic of Ireland | £21350 | Year 1 |
Additional fee information
Fees displayed are for 2023-24 entry. Fees for part-time courses are calculated pro-rata to the relevant full-time fee.
Tuition fees may be subject to annual increases in each year of study in line with inflation.
Provider information
University of Essex
Wivenhoe Park
Colchester
CO4 3SQ