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Teaching Foundations of Trading, summer 2011 at UW

posted Jun 24, 2011, 1:28 PM by Guy Yollin
I will be teaching Foundations of Trading during the summer quarter of 2011 at UW.  This course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

The course uses the following two texts.

Algorithmic Trading & DMA: An introduction to direct access trading strategies

Trading Systems: A New Approach to System Optimization and Portfolio Construction