Systematic trading course

[franky]

Dear members, I would like to ask for an advice.

I am a retail Forex trader that moved from discretionary trading to automatic trading for building strategies that have a real edge.

I have experience in coding with languages like MQL and Java. I got some experience to build automated strategies on platform like Metatrader and Tradestation.

My math background is very primitive and for this reason I decided to get support from a tutor to learn all the math required to access University's programs.

My objective is not to build Quant Strategies or HFT systems, but to improve my understanding an design my own portfolios to trade with my money.

Most of the things I know come from this book: "Trading Systems: A new approach By E. Tomasi U. Jaekle."

Based on this information, I was wondering if you could help me to find an appropriate course.

I look forward to hearing from you.

Kind Regards, Franky.

 

[NickKirk]

Take a look at the University of Washington. You will be hard pressed to find a better university that teaches systematic trading.

http://depts.washington.edu/compfin/content/ms-degree/curriculum

 

[franky]

Hello Nick, thank you for replying.

The course seems very interesting. I am in Europe and the option for me would be to go online. The cost seems a bit prohibitive. It sounds like 900$ per credit. Roughly 42,000 to complete the program.

 

[NickKirk]

You can enrol in individual modules (i.e the 2 trading modules) - you don't have to apply to do the whole Masters.

I can fully recommend this programme.

 

[franky]

I guess you refer to those two:

depts.washington.edu/compfin/node/94
http://depts.washington.edu/compfin/cfrm-561-advanced-trading-systems

In fact they are not required to complete the degree.

Kind Regards.

 

[NickKirk]

That's right, they are option modules for the Masters.

Anyway, good luck.

 

[franky]

Thank you Nick for helping.