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Full time & Part time October MSc 1 Year Full Time / 2 Years Part Time
Computer Science (8) Finance (14) Mathematics (25)

FindAMasters summary

The MSc Algorithmic Trading programme at our university is designed to equip you with the essential skills and knowledge needed for a successful career in the field of high frequency finance. You will learn about core concepts and quantitative methods, along with state-of-the-art computational techniques for financial modelling. Through hands-on projects, you will explore topics such as order book analysis, statistical arbitrage, and market impact functions. With a focus on real-time trading and risk management, you will also study the use of financial market simulators and electronic trading platforms. Entry requirements include a 2:2 degree in subjects such as Computer Science, Finance, Mathematics, or Physics, along with relevant maths and programming modules. Our renowned faculty, cutting-edge facilities, and strong industry connections make this programme an excellent choice for those looking to excel in algorithmic trading.

About the course

On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling.

We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management.

The course includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress-testing trading strategies, and designing electronic trading platforms.

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Entry Requirements

We will consider applicants with a 2:2 degree in one of the following subjects:

Computer Science
Computer Engineering
Computer Networks
Computer Games
Computing
Software Engineering
Finance
Business
Economics
Physics
Mathematics

AND

One Maths module e.g. Mathematics, Calculus, Algebra, Differential equations

One Programming module or practical work experience in programming/alorithmic trading)

We accept a wide range of qualifications from applicants studying in the EU and other countries. Get in touch with any questions you may have about the qualifications we accept.



 Course Content

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Where will I study?

Where is University of Essex

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