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Algorithmic Trading, M.Sc.

Algorithmic Trading, M.Sc.

  • Application Deadline
  • 12 months
    Duration
University rank #251 (WUR) ,
On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling.

About

We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management.

The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.

Specialist facilities

We are one of the largest and best resourced computer science and electronic engineering schools in the UK. Our work is supported by extensive networked computer facilities and software aids, together with a wide range of test and instrumentation equipment.

Your future

We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry.

Accreditation

This degree is accredited by the Institution of Engineering and Technology (IET).This accreditation is increasingly sought by employers, and provides the first stage towards eventual professional registration as a Chartered Engineer (CEng).

Programme Structure

Year 1
  • CCFEA MSc Dissertation
  • Big-Data for Computational Finance
  • Introduction to Financial Market Analysis
  • Professional Practice and Research Methodology
  • Quantitative Methods in Finance and Trading
  • Constraint Satisfaction for Decision Making (optional)
  • Creating and Growing a New Business Venture (optional)
  • Financial Engineering and Risk Management (optional)
  • High Performance Computing (optional)
  • Industry Expert Lectures in Finance (optional)
  • Computational Models in Economics and Finance
  • Mathematical Research Techniques Using Matlab (optional)
  • Introduction to Programming in Python (optional)
  • Text Analytics (optional)

Lecturers

This course is taught by experts with both academic and industrial expertise in the financial and IT sectors. We bring together leading academics in the field from our departments of economics, computer science and business.

Detailed Programme Facts

  • Programme intensity

    You can choose to do this programme part-time or full-time.

    Full-time
    • Full-time duration 12 months
    Part-time
    • Average part-time duration 24 months
    • Intensity Flexible
  • Languages
    • English
  • Delivery mode
    On Campus

English Language Requirements

You need the following IELTS score:

  • Minimum required score:

    6

    The IELTS – or the International English Language Test System – tests your English-language abilities (writing, listening, speaking, and reading) on a scale of 1.00–9.00. The minimum IELTS score requirement refers to which Overall Band Score you received, which is your combined average score. Read more about IELTS.

    Schedule IELTS

    StudyPortals Tip: The UK government has confirmed new English-language testing requirements for visa and immigration purposes. Learn more

Academic Requirements

We will consider applications with an overall grade of 2:2 and above.

Tuition Fee

  • International Applies to you

    16225 GBP/year
    Tuition Fee
    Based on the original amount of 16225 GBP per year and a duration of 12 months.
  • EU/EEA Applies to you

    7560 GBP/year
    Tuition Fee
    Based on the original amount of 7560 GBP per year and a duration of 12 months.
We've labeled the tuition fee that applies to you because we think you are from and prefer over other currencies.

Living costs for Colchester

  • 660 - 1140 GBP/month
    Living Costs

The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.

Funding

StudyPortals Tip: Students can search online for independent or external scholarships that can help fund their studies. Check the scholarships to see whether you are eligible to apply. Many scholarships are either merit-based or needs-based.

The Global Study Awards: get funded with up to £10,000 to study abroad

Together with the ISIC Association and British Council IELTS, StudyPortals offers you the chance to receive up to £10000 to expand your horizon and study abroad. We want to ultimately encourage you to study abroad in order to experience and explore new countries, cultures and languages.

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