Introduction to Algorithmic Trading Strategies 2012 @ NUS

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

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    Haksun Li

    Hello students,

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



    I have noted down what I think and I found it is a bit long.

    The module itself is similar to all the rest of university modules. It shows theory and it shows some of the real-world applications. There are not much to talk about the notes and theories.


    The most surprising and valuable factor of QF5205 is the lecturer – Dr. Li Haksun. Why so? I list some key points:

    1.He is excellent in his working experience. Reading his own introduction, you would realize this fact (I do not need to elaborate and prove how 牛 he is).

    2.His teaching style is “ASKING & THINKING”. I love that! Normally we accept what teachers talk about. We seldom question “why”. We seldom question about the underlying assumptions and the potential limitations. Meanwhile, teachers seldom ask us to think about it. Describing by a Chinese phrase, it is “填鸭”. But here in this module, it is different. You are experiencing an excellent thriving journey on “thinking & questioning”. That is unique and astonishing. That is the feature the best educational institute should acquire. That is the characteristics the scientists and smart guys should put efforts on. Not only the equations and theories, but also the assumptions, reasons and limitations. Through the process, you trained your ability to think. I believe this is the essence of “critical thinking”.

    3.Quote some sentences I like:

    “Theory is useless unless you can implement it in reality.”

    “Money, we care about making money.” (I think this one explains why a is true.)

    “Mathematic tools are powerful. But you have to know the limitations and assumptions.”

    Above sentences are not 100% exactly quoted, since I cannot remember his exact wording.  If you wish to know, just go and take the module.


    Some suggestions: Please, if possible, insert more about your philosophy, no matter it is about general-life or trading-job. They have much more value than the theory and notes (of course, the material itself is useful). Tell us some of your experience and stories. I believe they must be encouraging and exciting. Curious about it! If you really decide to talk about yourself more in future, please let me know ( and I wish come to hear.

    I enjoy this module very much and thank you for bringing such wonderful learning experience, Dr Li.  8)

    Good luck to all!  ;D

    Shantanu Roy

    This course is great introduction to the world of quantitative trading with a focus on real world practicality instead of just solely mathematical equations. For all of the lectures, the lesson rarely ends at a mathematical equation but goes a step further in showing results of the tests with more assignments in conducting these strategies.

    What I enjoy about this course is Dr Li’s style of teaching, asking thought provoking questions at every juncture, focusing on the thought process and the systematic procedure of creating an actual trading strategy from scratch.

    I do not have any constructive criticism for this course. Overall, a great subject.
    Thanks Dr Li!


    This is one of the most useful courses I have taken in this semester.

    It not only shows how to make use of mathematics when you have a rough idea about the real market, but also emphasize the importance of programming skill which turns those abstract equations into reality again. Meanwhile, we need pay attention to the limit of your mathematical models. Then, by modifying, we can improve those models into which will be more reliable.

    The purpose of this course is to bring together the academics and practitioners who are working on trading rules, and to introduce the students to the theory of trading and their application.

    Thank you, Doctor Li, for sharing your time with us.  ;D


    Frankly speaking, this is the single most useful course I have ever taken in college. It is a course that help us take a glimpse at how quantitative trading in industry is like (though still far from the real thing). I have really learnt a lot.

    Unlike the conventional NUS modules, which emphasize on systemic and rigorous learning of theories, QF5205 is taught in an easy-to-apply way. In theory class, Dr Li inspired us to think deep and out of the conventional wisdom; in programming class, he gave us the whole picture and let ourselves to explore and fill in the blanks.

    Usually I am the type of student that would wonder or fall asleep in class and constantly check time. However in Dr Li’s, I always maintain complete focus throughout class and always experience the feeling of ‘time flies’.

    Last but not least, Dr Li’s sharing of his spectacular experience and insight of the industry is so valuable to every of us.

    In the end, I give my best wishes to his career and his family.

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