IE 598 ET

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: Approved for letter and S/U grading. May be repeated in the same or separate terms if topics vary.

Prerequisites: knowledge of at least one programming language. The purpose of this course is to explore the exciting world of Electronic and especially Ultra High Frequency Trading (HFT). Students will gain a broad exposure to the modern world of trading, financial markets, and the underlying technologies and architectures that power them. From decoding real-time market data to submitting an electronic order to buy $1,000,000,000 of stocks in a single click, students will develop a much deeper understanding into exactly how the global financial system operates, and in doing so, will also develop many new and highly in-demand technical skills.