FINA 4460 — Algorithmic and Robo-Trading

4 semester hoursUndergraduateLectureusually offered: springBostonTraditional

Covers the basis and implementation of trading strategies commonly used by investment professionals, such as fundamental analysis, factor investing, covariance models, and high-frequency trading. Today’s asset management industry increasingly incorporates the delivery and execution of investment strategies through automated algorithms. Offers students an opportunity to understand the advantages and limitations of systematic trading and execution strategies. Students apply and modify such strategies and evaluate their performance using real-time data and incorporate aspects of Big Data in their quantitative strategies. Familiarity with a programming language such as Python is expected.

Prerequisites

one of:
- all of:
  - one of:
    - FINA 3301 (min D-)
    - FINA 3303 (min D-)
  - all of:
    - DS 2000 (min D-)
    - DS 2001 (min D-)
- one of:
  - FINA 4335 (min D-)
  - FINA 4380 (min D-)

Offering history

Term	Sections	Enrolled	Capacity	Full	Open seats/section
Spring 2024	1	12	40	30%	28.0
Fall 2024	1	17	30	57%	13.0
Spring 2025	1	21	40	53%	19.0
Spring 2026	1	35	40	88%	5.0

Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.

Meeting times

Share of recent sections by weekday: M 20% · T 0% · W 14% · Th 25% · F 0%

Common patterns: S (41% of sections), R (25% of sections), M (20% of sections), W (14% of sections) — in patterns, R means Thursday

Professors

Fall

Felipe Cortes (100% of students) · reviews

Spring

Felipe Cortes (100% of students) · reviews

Percentages are each professor's average share of the season's enrolled students in recent terms.

Links

Official catalog (FINA course descriptions) · Student reviews on RateMyHusky · All FINA courses · Plan it at numap.app