Introduction to Algorithmic Trading Strategies 2012 @ NTU

Home 2015 Forums Applications Trading Strategies (Algo Quant) Introduction to Algorithmic Trading Strategies 2012 @ NTU

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  • #1913
    Haksun Li

    Hello students,

    Could you let me know what you think of this course please?
    Any feedback/comments/complaints would be appreciated.



    I am new to trading and hence this course was a good refresher on the techniques and methodologies used by algo traders. I  learnt quite a lot from this course and I enjoyed the lectures as they were very interactive.

    Aspect I liked about the course are:
    1) Was able to implement some of the trading strategies discussed in class as part of our assignments and hence improved my understanding.
    2) Learnt to use new soft wares and programming platforms when we were required to use Algo quant and Matlab for our assignments.

    The course was quite hectic and required one to grasp new concepts pretty quickly and hence the only recommendation I have to improve this course would be to focus on some key topics for more time rather than trying to cover multiple topics in the limited duration of this course.



    In my working field, Quants developer has been a myth to us, highly respected to their capability of IT interpretation of the mathematics analysis. This course as an introduction to me about what exactly they are doing, and how they are doing so. Given the restraint we have on time, I am not yet able to grab the in-depth understanding of every aspect.

    The parts I appreciated most in this course:
    1) The brief of what is currently used in the market, and where is the IT threshold impacting trading;
    2) Commonly used strategies, the advantage and drawbacks;
    3) trade-off between information used in building model;  value created by using this model(P/L);

    Yet the information I have taken with me at the end of our half trimester study is: mathematical study of a strategy, proved to be best is not necessarily valued in trading.

    Given the intensive scope of topics and technologies applied, I would appreciate a lot more if this course could at least be a Full Credit module, by that I meant having a 12 weeks course of studying, experiencing the process of implementing topics covered.



    I agree that NTU should make this a full course with 3 credit instead of 1.5

    This is so far the most useful course that I have attended in first year of the programme, out of 11 courses.

    I like the way the course is conducted and presented:- the very important thing in mathematics formula, theorem, axiom, etc comes from the word “intuitive”.

    There is also one thing I was delighted to hear from Dr Li, i.e., VaR is useless. Just because some people want something easy to understand and so happen that these people are from the regulatory bodies, so we have to produce it day in day out although we have no passion and no believe in it.

    A course highly recommended for MFE student intake 2012.



    Although I am already in the investment field, this course is a good introduction (and sometimes refresher) on the logic behind some of the most widely accepted trading strategies in the markets. More importantly, the course reveals some of the pitfalls behind conventional thinking and has taught us to be more critical in our analysis. This is important since a lot of investment analysts often make assumptions which may not be justifiable, and it is important for investment managers or even investment modelers to think critically about such problems, so that the investment framework or models are sufficiently robust.

    I think this course deserves to be a full-semester module where more content can be packed into a module like this. This ensures that the students have sufficient time and the opportunity to learn more material related to this subject. Kudos to the Dr Li for teaching this course. Cheers~

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