IE 498 ET
IE 498 ET - Electronic Trading
|Electronic Trading||IE498||ET||70964||OLC||3||1800 - 2100||R||David Lariviere|
|Electronic Trading||IE598||ET||66173||OLC||4||1800 - 2100||R||David Lariviere|
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Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites. Course Information: 1 to 4 undergraduate hours. 1 to 4 graduate hours. May be repeated in the same or separate terms if topics vary to a maximum of 9 hours.
The purpose of this course is to investigate the exact nature of order matching and routing at the compute-packet level in most exchanges. Not knowing the nature the interfaces has led to many "good fit" predictive models. However, they are often, predicting the past! Analyses need to adjust for speed and time-stamps. The course will address these issues. However, it should be stressed that the course does not purport nor intend to examine nor propose "trading strategies." This course is only intended for students enrolled in the City Scholars program.