Oxford Algorithmic Trading Programme

""
Understand the impact of automation, artificial intelligence and machine learning on systematic trading
Apply
Find out more
Request a call

Start date:

Duration:

  • 6 weeks

Time commitment:

  • Short programme

Location:

  • Online

Cost:

  • £1,995

About the programme

Learn how to integrate AI, robo-advisers and cryptocurrency into your systematic trading strategy.

In a world where financial trading moves at a pace that humans struggle to keep up with, an understanding of algorithmic trading models and strategies becomes increasingly beneficial.

This programme is for professionals working in the broader financial services industry, including investors, system traders, and quantitative analysts, as well as for technologists designing automated trading architecture, infrastructure, and solutions.

It equips you with a comprehensive understanding of the rules that drive successful algorithmic trading strategies and hedge funds, as well as a grounded introduction to financial theory and behavioural finance.

Delivered in collaboration with digital education provider GetSmarter, a 2U, Inc. brand, you will be part of a community learning together through a dedicated Online Campus.

Programme outline

Orientation module

Welcome to your online campus

Applications to join the programme will be accepted until the end of the orientation module.

Module 1

Introduction to classic and behavioural finance theory

Review the fundamentals of classical and behavioural finance, and how theoretical trading models are applied.

Module 2

Systematic trading and the state of the investment industry

Interpret the historical and current state of systematic trading as well as the key challenges and opportunities faced by the industry.

Module 3

Technical analysis and methods for trading system design

Illustrate the processes used to model automated trading systems for different types of financial markets.

Build a simple time series momentum model in Python and evaluate the performance of a long-only strategy using the Sharpe, Sortino and Calmar ratios.

Module 4

Building an algorithmic trading model

Assess the efficacy of an algorithmic trading model within a live environment or real-world market circumstance.

Module 5

Evaluation criteria for systematic models and funds

Assess whether a trading model or fund is worth investing in based on key evaluation criteria.

In modules 4 and 5, you will build a simple volatility-scaled time series momentum model, weight signals using different timescales and use more sophisticated methods.

Module 6

Future trends in algorithmic trading

Formulate a view on the relationship between emerging technologies and the future of systematic trading.

An introduction to the programme

""

Benefits

  • The ability to illustrate the methodologies used to model quantitative trading strategies for different types of financial markets.
  • An understanding of the fundamentals of classical and behavioural finance and how theoretical trading models are applied in practice.
  • The ability to formulate a view on the relationship between emerging technologies and the future of systematic trading.
  • Guidance from leading industry experts and Oxford Saïd faculty
  • Membership of the official Oxford Saïd elumni community
  • Access to the official Oxford Executive Education Elumni group on LinkedIn

What our alumni say

The course was a turning point in my career. Using what I’d learned from the content... I opened my own investment firm... I recommend you take the course and open your eyes to the future of investments.

Vinicius Karam

Quant Strategist for Fasanara Capital, GQS

Faculty

Developed from research in collaboration with the Oxford MAN Institute for Quantitative Finance, the programme is led by Professor Nir Vulkan, an expert across all aspects of technology, economics, and finance. You will be guided by prominent industry thought-leaders who will share their experience and in-depth subject knowledge throughout the programme.  

Industry expert contributors

The thinking behind the programme

There are no standard courses on this subject in the world. The programme has been designed in collaboration with the Oxford MAN Institute for Quantitative Finance to provide a pragmatic, non-technical exploration of the world of algorithmic trading strategies, demystifying the subject.

The programme is based on the four principles established by Programme Director Nir Vulkan, to guide you through the process of evaluating an algorithmic trading model. You will benefit from the latest insights of both financial experts and behavioural specialists drawn from across the University of Oxford and the investment industry.

Utilising Oxford’s unique blend of AI, behavioural, and finance specialisms, the programme comprehensively explores both the human and technological factors of this rapidly evolving area, putting you at the forefront of available learning.

Programme impact

Babak Mahdavi-Damghani, consultant at EQRC and doctoral researcher at the University of Oxford, shares an insight into the programme and the online learning experience. 

Read Babak's story

The CPD Certification Service

This programme is certified by The CPD Certification Service. It may be applicable to individuals who are members of, or are associated with, UK-based professional bodies.

Options for organisations

If you are looking to integrate Oxford online programmes with your organisation’s learning and development strategy, we have tailored solutions to help deliver an innovative learning experience across teams. 

Find out more about our options for organisations

Contact