Courses – Fakultet tehničkih nauka u Novom Sadu

Subject: Algorithmic Trading (17.IM2420)

Native organizations units: Department of Industrial Engineering and Engineering Management, Chair of Production Systems, Organization and Management

Type of studies	Title
Master Academic Studies	Information and Analytics Engineering (Godina: 1, Summer)
Master Academic Studies	Information Engineering (Godina: 1, Summer)
Master Academic Studies	Information and Analytics Engineering (Godina: 1, Summer)
Master Academic Studies	Information and Analytics Engineering (Godina: 1, Summer)

General information:

Category	Professional-applicative
Scientific or art field	Proizvodni i uslužni sistemi, organizacija i menadžment
Interdisciplinary	No
ECTS	4

Educational goal:

Algorithmic objectives of trade are to introduce students to the key factors that determine the algorithmic models of trade and understand the basic concepts of defining automated systems The financial trade market. The main objective of this course is to complement and integrate knowledge of systems engineers need algorithmic trade management.

Educational outcome:

Students who live audience of the course and pass the exam are qualified to understand the methods of analysis and decision-making when creating models of algorithmic trading and to make decisions about the use of algorithmic trade in business.

Course content:

"Dow Theory," Moving averages and their significance, leading indicators in algorithmic trading, following indicators in algorithmic trading, the role of trade volume, formation algorithms, neural networks, genetic algorithms, transaction costs, the use of algorithms to arbitration, contemporary experience in the application of algorithmic models trade in the market.

Teaching methods:

Lectures, exercises and workshops. The exam is taken in two parts. The first part of the exam students take a team addressing or resolving the case study written test with multiple choice. Students who have passed the first part of the exam are allowed to take the oral part of the exam. The oral exam is taken orally and is eliminatory.

Literature:

Authors	Title	Year	Publisher	Language
Dobromirov, D.	Algoritamska trgovina - elektronska skripta	2017	Fakultet tehničkih nauka u Novom Sadu	Serbian language
Copeland, L.S.	Exchange rates and international finance, 4th edition	2005	Prentice Hall, London	English
Barry Johnson	Algoritmic trading & DMA	2010	4Myeloma Press, London	English