IE 421

Spring 2025 Part of Term 1

Part of Term 1
Jan 21-May 7

High Frequency Trading Technology

SHOW FINAL EXAM SCHEDULE

Credit: 4 hours.

Teaches students both the core concepts and underlying mechanics of, step by step, message by message, bit for bit, exactly how trillions of dollars in notional value are automatically traded daily around the globe, whether it is stocks, bonds, options, futures, currencies, crypto, etc. High Frequency Trading will provide students with an exciting introduction both to the modern world of automated finance and to many exciting technologies that power it. Where does the "actual" real-time price of a particular asset come from at any point in time? How exactly is it being calculated and by who or what? Is there even a single price or are there multiple, and are any of those prices actually correct? Just how fast can modern traders process market data or execute trades and how do they accomplish this?

4 undergraduate hours. 4 graduate hours. Credit is not given if student received credit in IE 498/598 Electronic Trading or IE 498/598 High Frequency Trading. Prerequisite: Should have an understanding of programming and data structures and be proficient in coding in at least one programming language (typically python, C/C++, java, javascript, etc). Students who have taken CS 225 would have the requisite knowledge, but it is not required students have taken this course.

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IE 421 class schedule data for spring 2025
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	77275	Lecture-Discussion	A	5:30PM -8:20PM	T	Digital Computer Laboratory	Lariviere, D	Part of Term: 1 Date Range: 01/21/25-05/07/25 Credit: 4 hours Section Info: Some seats reserved for MS Financial Engineering Program students Restriction(s): Restricted to students with Sophomore, Junior, Senior, or Graduate class standing. Restricted to Civil Engineering or Computer Engineering or Computer Science or Electrical Engineering or Engineering Mechanics or Engineering Physics or Industrial Engineering or Materials Science & Engr or Mechanical Engineering or Physics or Chemical Engineering or Bioengineering or Statistics & Computer Science or Environmental Engineering or Math & Computer Science or Aerospace Engineering or Agricultural & Biological Engr or Nuclear, Plasma, Radiolgc Engr or Financial Engineering or Engineering Undeclared or Systems Engineering and Design or Computer Science & Economics or Neural Engineering or Computer Science and Physics or ComputerScience&Bioengineering major(s).
	74586	Online	ONL	5:30PM -8:20PM	T	n.a.	Lariviere, D	Part of Term: 1 Date Range: 01/21/25-05/07/25 Credit: 4 hours Section Info: Some seats reserved for MS Financial Engineering Program students Restriction(s): Restricted to students with Sophomore, Junior, Senior, or Graduate class standing. Restricted to Computer Science or Civil Engineering or Computer Engineering or Electrical Engineering or Engineering Mechanics or Engineering Physics or Industrial Engineering or Materials Science & Engr or Mechanical Engineering or Chemical Engineering or Bioengineering or Statistics & Computer Science or Environmental Engineering or Math & Computer Science or Aerospace Engineering or Agricultural & Biological Engr or Nuclear, Plasma, Radiolgc Engr or Financial Engineering or Engineering Undeclared or Systems Engineering and Design or Computer Science & Economics or Neural Engineering or Computer Science and Physics or ComputerScience&Bioengineering or Physics major(s).