Algotrading in Bloomberg, R, and beyond (Financial University, Spring-Fall 2014). 

Class description: introductory course on developing trading algorithms and algotrading industry as a whole. Class is held in financial lab with 9 Bloomberg terminals; students are learning to fast-prototype algorithms using R language and real data from markets. Focus is on practice, but good understanding of underlying theory is a must. Knowledge of Bloomberg platform and R language is an advantage.

Prerequisites: basics of financial markets, technical and fundamental analysis, financial mathematics, modern portfolio theory, statistics and probability theory.

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