Laboratory of Quantitative Trading

The primary objective of this course is to provide students with an idea of the evolution experienced by the world of investments in the last twenty years.
Quantitative trading is now a widespread reality in institutional circles, both in the field of the management of capital carried out by mutual investment funds, and in the field of the management of capital owned by banks, social security institutions, foundations and insurance companies.
Learning the fundamentals of this complex discipline is the first step of a path that goes through the acquisition of skills in the financial, mathematical, statistical, psychological and behavioral fields.
It is of paramount importance in this process to immediately understand how the playful aspect of trading must be immediately eliminated, in order to be able to move to a higher, professional level.
It is my personal goal to make people understand the complexity of the subject and make students aware of how difficult the path is to be faced in order to enter this world with the right skills and with the right mental attitude.

At the end of the course, students will have basic skills regarding the functioning of modern financial markets. They will be able to formulate, codify, test and optimize a trading strategy, as well as critically evaluate its advantages and risks.