Список проголосовавших за комментарий "MS, Программа курса:<br/> ALGORITHMIC TRADING STRATEGIES: PRACTICE<br/> Week 1: Introductory class<br/> Week 2: Derivatives I / Practice: Monte Carlo for derivatives pricing<br/> Week 3: Derivatives II (deep dive to volatility) / Practice: delta hedging strategies<br/> Week 4: Preparing for the first bot: FIX protocol with IT specialist from Exante<br/> Week 6: Master class: simple algorithmic trading bot<br/> Week 7: Back-testing: practices and pitfalls<br/> Week 9: Cointegration I<br/> Week 11: Cointegration II<br/> Week 13: Pitfalls of classical approaches for statistical arbitrage<br/> Week 15: Workshop on final project"