Information Package / Course Catalogue
| Course Code | : UTIF421 |
| Course Type | : Area Elective |
| Couse Group | : First Cycle (Bachelor's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 5 |
In algorithmic trading, buy and sell orders are automatically executed based on instructions generated through a software program based on conditions related to price, quantity or other factors in the market. The use of algorithmic trading reduces human errors of psychological or behavioral origin and provides investors with the opportunity to trade quickly by taking into account many factors simultaneously. In this course, which is an introduction to algorithmic trading, you will see how to create and apply algo trading methodologies. At the end of the course, students will learn about algorithmic trading programs, gain experience in basic algorithmic trading applications, and understand the positive and negative aspects of algorithmic trading.
Basic Concepts in Algo Trading, Algo Trading Types and Strategies, Buy-Sell Orders, Giving Commands, Multi-Asset Trading, Reaction to News, Data Mining and Artificial Intelligence
| 1. | To be able to define the basic concepts of algorithmic trading |
| 2. | Having experience in algorithmic trading applications |
| 3. | Having knowledge about the positive and negative aspects of algorithmic trading |
| 4. | Ability to manage Profit-Loss and Risk in Automatic Transactions |
| 5. | Having the ability to build an algorithmic system |
| 1. | Algorithmic Trading & DMA: An introduction to direct access trading strategies, Barry Johnson, 4Myeloma Press, London |
| 2. | online resources |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 2 | 3 | 70 |
| Midterm Examination | 1 | 25 | 1 | 26 |
| Final Examination | 1 | 30 | 1 | 31 |
| TOTAL WORKLOAD (hours) | 127 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | PÇ-10 | PÇ-11 | PÇ-12 | |
OÇ-1 | 4 | 3 | 3 | 2 | 4 | 2 | 3 | 2 | 4 | 3 | 3 | 3 |
OÇ-2 | 4 | 4 | 3 | 3 | 3 | 4 | 4 | 3 | 3 | 4 | 3 | 4 |
OÇ-3 | 3 | 3 | 3 | 2 | 4 | 2 | 3 | 5 | 4 | 3 | 2 | 3 |
OÇ-4 | 3 | 3 | 5 | 4 | 3 | 5 | 4 | 3 | 2 | 5 | 3 | 2 |
OÇ-5 | 2 | 2 | 3 | 2 | 5 | 4 | 2 | 3 | 5 | 4 | 3 | 4 |