Dr. Chan currently offers the online course “Millisecond Frequency Trading” (MFT) to a select number of traders and portfolio managers. This is an online workshop conducted in real-time through Adobe Connect. It has 2 focuses:
1) Defence against high frequency traders by utilizing the myriad order types and technologies available to a slower trader;
2) Backtest strategies with milli-second frequency historical tick data using MATLAB.
Free MATLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of MATLAB is needed, but some experience with programming is necessary. The math requirement assumed is basic college-level statistics.
Maximum number of attendees: 6.
Total hours: 8.
Suggested dates and times: March 25-26, 5:30-9:30 pm ET