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 HONOURS YEAR AUTOMATED TRADING PROJECT
Code COMP396
Coordinator Dr RSJ Savani
Computer Science
Rahul.Savani@liverpool.ac.uk
Year CATS Level Semester CATS Value
Session 2016-17 Level 6 FHEQ Whole Session 30

Aims
  • To give students the opportunity to work in a team to explore in depth the problem of automated trading from a practical perspective.
  • To provide experience of all aspects of solving a substantial problem, including the production of a final report.

  • To provide experience of all aspects of solving a substantial problem, including the production of a final report.

  • To enhance communication skills, both oral and written.

    		•

    Learning Outcomes

    At the end of this module students should be able to work effectively and cooperatively as part of a team while taking on a range of different roles within the team.

    At the end of this module students should be able to plan, manage, and execute the project as a group within the time available while managing their individual time effectively so as to carry out the group''s plan.
    At the end of this module students should be able to design and implement trading strategies and evaluate critically their performance and robustness.
    At the end of this module students should be able to locate and make use of information relevant to their project.

    At the end of this module students should be able to prepare and deliver a formal presentation showing practical competence and demonstrating aspects of the project.

    At the end of this module students should be able to document the work conducted in the project in a final report.

    Syllabus
    1  All projects should contain the following elements: research, design, realisation and evaluation.

    Teaching and Learning Strategies

    Lecture -

    Lectures in term 1 to give guidance on assessment and ideas for the design and development of trading strategies.

    Laboratory Work -

    Programming help sessions in which students can seek guidance on implementing their ideas in R.

    Assessment -

    Design presentation - team members will jointly present their design work.

    Teaching Schedule
      Lectures Seminars Tutorials Lab Practicals Fieldwork Placement Other TOTAL
    Study Hours 9

    		     20

    		   1

    		 30
    Timetable (if known) Lectures in term 1 to give guidance on assessment and ideas for the design and development of trading strategies.
          		    Programming help sessions in which students can seek guidance on implementing their ideas in R.
          		  Design presentation - team members will jointly present their design work.
          		 
    Private Study 270
    TOTAL HOURS 300

    Assessment
    EXAM Duration Timing
    (Semester)    		 % of
    final
    mark    		 Resit/resubmission
    opportunity    		 Penalty for late
    submission    		 Notes
                 
    CONTINUOUS Duration Timing
    (Semester)    		 % of
    final
    mark    		 Resit/resubmission
    opportunity    		 Penalty for late
    submission    		 Notes
    Coursework  500 words  1  20  No reassessment opportunity  Standard UoL penalty applies  Assessment 1 There is no reassessment opportunity,  
    Coursework  One piece of code  2  30  No reassessment opportunity  Standard UoL penalty applies  Assessment 2 There is no reassessment opportunity,  
    Coursework  10000  2  50  At the next normal opportunity.  According to University policy.  Assessment 3 Notes (applying to all assessments) Assessment 1, Design Presentation/Documentation: Anonymous marking impossible. Assessment 2, Evaluation of trading strategies: Anonymous marking impossible. Assessment 3, Final report: Anonymous marking impossible.  

    Recommended Texts
    Reading lists are managed at readinglists.liverpool.ac.uk. Click here to access the reading lists for this module.
    Explanation of Reading List: