WebFTEC5530 QUANTITATIVE AND ALGORITHMIC TRADING. The industry landscape of investment, trading, and risk management has been revolutionized by computing technologies, data science, and financial engineering. To progress in tandem with the changes in the industry, the topics covered in this course leverage on the recent … WebFTEC5530 Assignment II. Trading Cost AnalysisTick data (trade and quote) is provided in the month of 2024 Dec (trade.csv andquote.csv)VWAP orders as below: (parent_oder.csv)Child order execution data is provided (child_order.csv)Aim:Calculate the trading cost analysis as below format (assignment ...
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WebAlgorithmic trading scripts using q/kdb+ from CUHK MSc course FTEC5530 (quantitative and algorithmic trading). Contents include market microstructure, technical analysis, … WebFTEC5530: Quantitative and Algorithmic Trading . FTEC5580: Data Analytics for Financial Technology . IEMS5710: Cryptography, Information Security and Privacy. IEMS5730: Big … WebApr 25, 2024 · FTEC5530 Assignment II. Trading Cost Analysis Tick data (trade and quote) is provided in the month of 2024 Dec (trade.csv and quote.csv) VWAP orders as below: … georgia peaches 2021