This mini-course on algorithmic trading, presented by Prof. Aistis Raudys (University of Vilnius), provides an in-depth look at the fundamental concepts, strategies, and techniques involved in automated financial trading. The tutorial explores both classical and modern approaches, comparing human-driven decision-making with computer-driven processes in trading. It focuses on various algorithmic strategies such as trend following, mean reversion, arbitrage (including statistical and index arbitrage), high-frequency trading (HFT), and event-driven trading.
Date:3 lectures on October 15, 17 and 18 (see attachment for precise schedule)
Venue:Department of Mathematics
Type:mini-course
Organizer:Massimiliano Caporin, Claudio Fontana
