Taught course

Algorithmic Trading

University of Essex · Centre for Computational Finance and Economic Agents - CCFEA

Entry requirements

A 2:2 degree, or equivalent, in a relevant subject.

Months of entry


Course content

On our MSc Algorithmic Trading, we equip you with the core concepts and quantitative methods in high frequency finance, along with the operational skills to use state-of-the-art computational methods for financial modelling. We enable you to attain an understanding of financial markets at the level of individual trades occurring over sub-millisecond timescales, and apply this to the development of real-time approaches to trading and risk-management. In addition to traditional topics in financial econometrics and market microstructure theory, we put special emphasis on statistical and computational methods for modelling trading strategies and predictive services that are deployed by hedge funds, algorithmic trading groups, derivatives desks, and risk management departments.

The MSc Algorithmic Trading includes hands-on projects on topics such as order book analysis, VWAP & TWAP, pairs trading, statistical arbitrage, and market impact functions. You have the opportunity to study the use of financial market simulators for stress testing trading strategies, and designing electronic trading platforms.

Information for international students

If English is not your first language, then we require IELTS 6.0 or equivalent.

Qualification and course duration


full time
12 months
part time
24 months

Course contact details

Graduate Administrator
+44 (0)1206 872719