MN52128: Programming for finance
[Page last updated: 23 October 2023]
| Academic Year: | 2023/24 |
| Owning Department/School: | School of Management |
| Credits: | 5 [equivalent to 10 CATS credits] |
| Notional Study Hours: | 100 |
| Level: | Masters UG & PG (FHEQ level 7) |
| Period: |
- Semester 1
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| Assessment Summary: | CWPI 100% |
| Assessment Detail: |
- Programming project (CWPI 100%)
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| Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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| Requisites: |
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| Learning Outcomes: |
By the end of the unit, you will be able to:
- Use algorithmic design methodology and core programming constructs to implement common numerical methods applied to trading.
- Use algorithmic trading strategies to develop and automate appropriate processes to evaluate return rates on commonly available market traded investment instruments.
- Investigate and possibly blend statistical programming capabilities and the testing of financial strategies to connect a real and/or simulated financial trading data feed to an integrated development environment.
- Independently choose and evaluate the appropriateness of professional tools designed to automate market trading.
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| Synopsis: | Develop your understanding of programming languages used in the finance industry, like Python, SQL, C++ and JavaScript. You will learn to apply your coding skills to a variety of financial problems like:
- developing trading strategies
- portfolio construction
- risk analysis
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| Content: | Key elements to be included:
- Handling and Manipulating Time Series Data
- Python connectivity with the Broker
- Querying data from brokers and exchanges
- Computing Candlesticks and Historical Data
- Computing and Plotting Technical Indicators
- Algorithmic Trading Strategies
- Backtesting and Optimisation
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| Course availability: |
MN52128 is Compulsory on the following courses:
School of Management
MN52128 is Optional on the following courses:
School of Management
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Notes: - This unit catalogue is applicable for the 2023/24 academic year only. Students continuing their studies into 2024/25 and beyond should not assume that this unit will be available in future years in the format displayed here for 2023/24.
- Courses and units are subject to change in accordance with normal University procedures.
- Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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