Saïd Business School, University of Oxford

Oxford Algorithmic Trading Programme

This programme is for you if you are:

• Eager to understand what algorithmic trading strategies have to offer you as a trader, investor, or financial professional.
• A business leader who wants to leverage algorithmic trading in your firm.
• Interested in the strategic and technical side of algorithmic trading and the creation of rule-driven trading models.
• In the early stages of your career at a quantitative finance firm and keen to explore the world of automated trading.
• A risk, compliance, or legal professional seeking to improve your professional knowledge of algorithmic trading and its regulatory framework.

You’ll walk away with:

• A comprehensive overview of algorithmic trading, including its history, benefits, challenges, rules, and processes.
• The skills required to plan and implement your own algorithmic trading strategies, and assess the efficacy of a trading model in a real-world market environment.
• An informed view on the future of systematic trading and how it’s impacted by emerging technologies such as artificial intelligence and machine learning.
• Knowledge, insights, and frameworks from University of Oxford faculty, and a host of international industry experts.

Over the duration of this online programme, you’ll work through the following modules:

• Module 1: Introduction to classic and behavioural finance theory
  Engage with two fundamental approaches to finance and see how theoretical models are applied.
• Module 2: Systematic trading and the state of the investment industry
  Discover the history of hedge funds, the evolution of systematic trading over time, and the latest innovations in the algorithmic trading industry.
• Module 3: Technical analysis and the methodology of trading system design
  Learn about the primary stages of modelling in financial markets.
• Module 4: Working with an algorithmic trading model
  Discover the process of building a simple trend model, see it in action, verify its validity, and discuss its applications.
• Module 5: Evaluation criteria for systematic models and funds
  Understand the key evaluation criteria required for a critical overview of systematic models and funds.
• Module 6: Future trends in algorithmic trading
  Learn about future trends in the algorithmic trading sector and the technologies poised to facilitate its growth.

Please note that module titles and their contents are subject to change during programme development.

Build an algorithmic trading model

While this programme provides a non-technical introduction to the world of algorithmic trading, it also features optional activities for participants interested in building an algorithmic trading model using Python. These exercises present a unique opportunity to bridge the gap between the programme’s theoretical content and real-world market applications. Once on the programme, you’ll have the choice to complete these activities as they will not count towards your grades. No extra software is required.

Will I have the time?

GetSmarter's learning model is designed to help you, as a working professional, improve your skills without compromising on work and family responsibilities. The programme work is broken up into weekly, manageable modules, with incremental deadlines, designed to help you pace yourself over the duration of the programme, and allow you the flexibility to work when it suits you best.

At the beginning of each week, you'll be presented with all the lectures, notes, and assignments necessary for completion. Once registered you’ll be assigned a personal Success Manager. You will have access to your Success Manager, who will help you set goals and track key milestones, manage your time, and field any administrative requests you might have.

What is the online campus?

The Online Campus (OLC) will be your virtual classroom for the duration of your programme. Through its easy-to-use interface, you'll have access to a diverse variety of programme content formats, including interactive video lectures, module notes, practice quizzes, Prezis, assignment briefs, and additional web resources.

On the Online Campus, you'll also be able to ask questions and interact with your fellow students and Head Tutor through the OLC discussion forums. If you're experiencing tech issues or need advice from your personal Success Manager, you can use the OLC to get in touch.