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Our MSc Algorithmic Trading program provides you with fundamental knowledge of quantitative techniques in high-frequency finance, along with practical training in cutting-edge computational methods for financial modeling.
You'll gain deep insight into financial markets at the micro-level of individual trades happening in fractions of milliseconds, allowing you to create real-time trading and risk management solutions.
The curriculum features practical projects covering order book analysis, VWAP & TWAP strategies, pairs trading, statistical arbitrage, and market impact functions. Students can explore financial market simulators for strategy stress testing and learn to design electronic trading platforms.
The Centre for Computational Finance and Economic Agents serves as an innovative, lab-focused teaching and research hub, internationally recognized for pioneering interdisciplinary work that merges economic/financial modeling with computational applications. We benefit from collaboration with Essex's top-ranked Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School.