Oxford Algorithmic Trading Programme
- 6 weeks
- Short programme
About the programme
Learn how to integrate AI, robo-advisers, and cryptocurrency into your systematic trading strategy.
In a world where financial trading moves at a pace that humans struggle to keep up with, an understanding of algorithmic trading models and strategies becomes increasingly beneficial.
This programme is intended for professionals working in the broader financial services industry, including investors, system traders, and quantitative analysts, as well as for technologists designing automated trading architecture, infrastructure, and solutions.
It equips you with a comprehensive understanding of the rules that drive successful algorithmic trading strategies and hedge funds, as well as a grounded introduction to financial theory and behavioural finance.
Delivered in collaboration with digital education provider GetSmarter, a 2U, Inc. brand, you will be part of a community learning together through a dedicated Online Campus.
Following feedback we have added new optional activities that will allow you to actively engage with and build models in Python using an Integrated Development Environment. This gives you the chance to get a better sense of the real-world construction of an algo model. If you are proficient in Python, you will be able to apply what you have learnt, our non-technical participants will gain a first-hand look into how these models are built. This bridges the gap between theoretical content, and real-world application. No extra software is required. The modules are optional and will not be graded.
An introduction to the programme
What our alumni say
The course was a turning point in my career. Using what I’d learned from the content... I opened my own investment firm... I recommend you take the course and open your eyes to the future of investments.
On completion of this programme, you’ll walk away with:
- The ability to illustrate the methodologies used to model quantitative trading strategies for different types of financial markets.
- An understanding of the fundamentals of classical and behavioural finance and how theoretical trading models are applied in practice.
- The ability to formulate a view on the relationship between emerging technologies and the future of systematic trading.
- Guidance from leading industry experts and Oxford Saïd faculty, and access to the official Oxford Executive Education Alumni group on LinkedIn.
Babak Mahdavi-Damghani, consultant at EQRC and doctoral researcher at the University of Oxford, shares an insight into the programme and the online learning experience.
Welcome to your online campus.
Applications to join the programme will be accepted until the end of the orientation module.
Introduction to classic and behavioural finance theory.
Review the fundamentals of classical and behavioural finance, and how theoretical trading models are applied.
Systematic trading and the state of the investment industry.
Interpret the historical and current state of systematic trading as well as the key challenges and opportunities faced by the industry.
Technical analysis and methods for trading system design.
Illustrate the processes used to model automated trading systems for different types of financial markets.
Build a simple time series momentum model in Python and evaluate the performance of a long-only strategy using the Sharpe, Sortino, and Calmar ratios.
Building an algorithmic trading model.
Assess the efficacy of an algorithmic trading model within a live environment or real-world market circumstance.
Evaluation criteria for systematic models and funds.
Assess whether a trading model or fund is worth investing in based on key evaluation criteria.
In Modules 4 and 5, you will build a simple volatility-scaled time series momentum model, weight signals using different timescales, and use more sophisticated methods.
Future trends in algorithmic trading.
Formulate a view on the relationship between emerging technologies and the future of systematic trading.
Options for organisations
If you are looking to integrate Oxford online programmes with your organisation’s learning and development strategy, we have tailored solutions to help deliver an innovative learning experience across teams.
- For a more in-depth conversation about our online programmes speak to the Oxford team.