The U of T St. George Fall Campus Day runs from 9:30am to 4:00pm on Sunday, November 3, 2024. There are lots of options to customize your visit experience and put together a schedule that suits your interests and availability. Search, filter and browse the schedule. Check out some planning tips to help maximize your day.
Session Details: Ever wondered how computers can execute trades faster than you can blink? In this short lecture, we’ll explore the world of algorithmic trading – where computers follow predefined sets of rules to make thousands of trades in just milliseconds. From simple strategies like buying a fixed number of shares over time to advanced techniques like high-frequency trading, algorithms now account for over 70% of all trades on North American exchanges.
Using a case study, we’ll examine a basic trading algorithm, demonstrating how it can automatically identify opportunities to profit from small price differences between exchanges. We’ll also dive into high-frequency trading, discussing its advantages and disadvantages with a real-life example. This presentation will give you a sneak peek into algorithmic trading, which is taught as part of RSM 434: Financial Trading Strategies, a 4th-year course offered in the Rotman Commerce program. Given the dominance of algorithms in today’s financial markets, it’s important for students to understand how coding and decision-making intersect in a fast-paced, competitive environment.
