Module Details |
The information contained in this module specification was correct at the time of publication but may be subject to change, either during the session because of unforeseen circumstances, or following review of the module at the end of the session. Queries about the module should be directed to the member of staff with responsibility for the module. |
Title | COMPUTER-BASED TRADING IN FINANCIAL MARKETS | ||
Code | COMP226 | ||
Coordinator |
Dr RSJ Savani Computer Science Rahul.Savani@liverpool.ac.uk |
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Year | CATS Level | Semester | CATS Value |
Session 2016-17 | Level 5 FHEQ | Second Semester | 15 |
Aims |
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Learning Outcomes |
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At the end of the module students will be expected to:
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Syllabus |
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1 |
1
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Teaching and Learning Strategies |
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Lecture - |
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Laboratory Work - |
Teaching Schedule |
Lectures | Seminars | Tutorials | Lab Practicals | Fieldwork Placement | Other | TOTAL | |
Study Hours |
30 |
10 |
40 | ||||
Timetable (if known) | |||||||
Private Study | 110 | ||||||
TOTAL HOURS | 150 |
Assessment |
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EXAM | Duration | Timing (Semester) |
% of final mark |
Resit/resubmission opportunity |
Penalty for late submission |
Notes |
Written Exam | 2 hours | 2 | 80 | August/September | N/A | Assessment 3 Notes (applying to all assessments) Programming assignment Students will be required to implement a solution for a trading problem. This work is not marked anonymously. Resit-arrangements: Each resit assessment task will be the same or very similar to the original task, but on a different dataset. The deadline for the submission of work for each resit assessment task will be set by the module coordinator and will be part of the description of the assessment task; the deadline will typically fall within the resit period; the description of a resit assessment task will be provided at least four weeks before the deadline for the submission of work for the the task. Trading strategy design and evaluation Students will be required to design and implement a trading strategy, test it on historical data, and produce a report detailing their work. This work is not marked anonymously. Resit arrangements: Identical to those for the Programming assignment. Written Examination |
CONTINUOUS | Duration | Timing (Semester) |
% of final mark |
Resit/resubmission opportunity |
Penalty for late submission |
Notes |
Coursework | 12 hours expected | 2 | 10 | Within current academic year | According to University policy | Assessment 1 |
Coursework | 12 hours expected | 2 | 10 | Within current academic year | According to University policy. | Assessment 2 |
Recommended Texts |
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Reading lists are managed at readinglists.liverpool.ac.uk. Click here to access the reading lists for this module. Explanation of Reading List: |