Gerardo IOVANE | FINANCIAL COMPUTING AND HIGH FREQUENCY TRADING
Gerardo IOVANE FINANCIAL COMPUTING AND HIGH FREQUENCY TRADING
cod. 0522500090
FINANCIAL COMPUTING AND HIGH FREQUENCY TRADING
| 0522500090 | |
| COMPUTER SCIENCE | |
| EQF7 | |
| COMPUTER SCIENCE | |
| 2024/2025 |
| YEAR OF DIDACTIC SYSTEM 2016 | |
| SPRING SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| MAT/05 | 6 | 48 | LESSONS |
| Objectives | |
|---|---|
| KNOWLEDGE AND UNDERSTANDING: - BASIC NOTIONS FOR MODELING, DESIGNING AND DEVELOPING AUTOMATIC DECISION MAKING STRATEGIES IN FINANCIAL COMPUTING AND HIGH FREQUENCY TRADING. APPLYING KNOWLEDGE AND UNDERSTANDING: - - KNOW TO FIND FINANCIAL DECISION MAKING STRATEGIES AND INVESTMENTS IN HIGH FREQUENCY COMPUTING CONTACTS. - KNOW TO DESIGN AND DEVELOP ALGORITHMS FOR FINANCE IN MEDIUM-HIGH COMPLEX SCENARIO AND HIGH-FREQUENCY ON-LINE INVESTMENTS. - PROGRAMMING APPLICATIONS IN CUSTOM ENVIRONMENTS WITH OWN LANGUAGES BY USING GRAPHIC VISUAL PROGRAMMING |
| Prerequisites | |
|---|---|
| PROGRAMMING AND OO PROGRAMMING ARE MANDATORY AS WELL AS ALORITHMS AND DATA STRUCTURES |
| Contents | |
|---|---|
| BASIC PROGRAMMING NOTIONS IN MQL BY METAQUOTES SOFTWARE COPORATION DEVELOPMENT ENVIRONMENT, BASIC LIBRARIES, EXAMPLES OF EXPERT ADVISOR BASED ON KEY INDICATORS, INTRODUCTION TO THE IMPLEMENTATION OF TRADING STRATEGIES AND MONEY MANAGEMENT, ELEMENTARY EXAMPLES OF RISK MITIGATION STRATEGIES. (2,2) FINANCIAL MARKETS, FOREX AND RISK MANAGEMENT DEFINITION, NOTATIONS AND PROPERTIES. FINANCIAL MARKETS. FOREX, RISK MANAGEMENT. TECHNIQUES OF ENTRY AND EXIT FROM THE MARKET. CREATING AND MANAGING PORTFOLIOS. MONEY MANAGEMENT. (2,0) TECHNICAL ANALYSIS AND INDICATORS THE ANALYSIS WITH THE CANDLES, ANALYSIS WITH A SINGLE CANDLE, TWO CANDLES PATTERN, THREE CANDLES PATTERNS, FOUR AND MORE CANDLES PATTERN; PRICE INDICATORS, GENERALIZED CANDLE CONCEPT, TREND INDICATORS, VOLATILITY INDICATORS, VOLUME INDICATORS, HYBRID INDICATORS. (2,2) DESIGN AND DEVELOPMENT OF AN ALGORITHM FOR HIGH FREQUENCY ANALYSIS, DESIGN AND IMPLEMENTATION OR CAPTURE KEY INDICATORS: EMA, BOLLINGER BANDS, STOCHASTIC OSCILLATOR, ADX. (2,2) DESIGN AND DEVELOPMENT OF AN ALGORITHM FOR MANAGING NEWS IN FINANCIAL AREA DESIGN AND DEVELOPMENT OF A TRIGGER SYSTEM BASED ON NEWS CALENDAR, DIVISION INTO FUNCTIONAL AREAS, COMMON AND SUPPORT VIRTUAL TOOLS, DATA STRUCTURES, CORE ALGORITHMS. (1,1) DESIGN AND DEVELOPMENT OF AN ALGORITHM FOR TRADING IN BAND AND TREND DESIGN AND DEVELOPMENT OF BOLLINGER-BASED ALGORITHMS, DESIGN AND DEVELOPMENT OF ONE CANCELS THE OTHER (OCO) ENGINE, BAND TRADING STRATEGIES, TREND TRACKING STRATEGIES WITH NEWS SYNCHRONIZATION, DEVELOPMENT OF A COMPLEX STRATEGY USING TRENDS AND NEWS, SUBDIVISION INTO FUNCTIONAL AREAS, COMMON AND SUPPORT VIRTUAL TOOLS, DATA STRUCTURES, CORE ALGORITHMS, REPORTING FUNCTIONS. (4,4) DESIGN AND DEVELOPMENT OF AN ALGORITHM FOR HIGH FREQUENCY TRADING INTRODUCTION TO VOLATILITY, SPEED AND ACCELERATIONS IN FINANCIAL MARKETS, DESIGN AND DEVELOPMENT OF A VOLATILITY DRIVEN STRATEGY, DEVELOPMENT OF A VOLATILITY STRATEGY, DEVELOPMENT OF A COMPLEX STRATEGY ON VOLATILITY AND NEWS, SUBDIVISION INTO FUNCTIONAL AREAS, COMMONLY USED VIRTUAL TOOLS AND SUPPORT , DATA STRUCTURES, CORE ALGORITHM, REPORTING FUNCTIONS. (2,2) DESIGN AND DEVELOPMENT OF A ENGINE FOR CANDELSTICK ANALYSIS DEFINITION OF CONDITIONS AND CONSTRAINTS FOR CHARACTERIZING CANDLES PATTERNS, COMPARISON OF IMPLEMENTATION STRATEGIES, DIVISION INTO FUNCTIONAL MODULES, PATTERN VERIFICATION PROCEDURES, PATTERN VALIDATION PROCEDURES, DEVELOPMENT OF A CLASSIFIER AND VALIDATOR. (2,2) CONCEPT AND DESIGNATE A SOLUTION FOR COOPERATION AND COMPETITION OF AGENTS IN FINANCIAL CONTEST COOPERATION AND COMPETITION IN GAMING AND COMPLEXITY, MODELING AND SIMULATION, CHAOS AND SINTROPICITY, SERENDIPITY, EXPANDED REALITY STRATEGIES IN DECISION SUPPORT SYSTEMS (2,2) BLOCKCHAIN: TECHNOLOGY, HISTORY, POSSIBLE APPLICATIONS OF BLOCKCHAIN, STRUCTURE, EXAMPLES OF CRYPRO COIN: BITCOIN, ETHEREUM, RIPPLE, ECC; COIN, CURRENCY, TOKEN (UTILITY, SECURITY, SHARE); STRUCTURE: BLOCKS, TRANSACTIONS, PROOF OF WORK: MINING, PROOF OF STAKE, HARD FORK AND SOFT FORK, VULNERABILITY OF BLOCKCHAINS; ICO, IEO AND SAFT: THE DIFFERENT FORMS FOR CRYPRO COIN OFFERS; SOLIDITY: INTRODUCTION TO LANGUAGE, SYNTAX, EXAMPLES, INTEROPERABILITY WITH OLD CONTRACTS, SMART CONTRACT DESIGN, SMART CONTRACT DEVELOPMENT, DAPP DESIGN, IMPLEMENTATION OF A DAPP (6,6) TOTAL HOURS 48 (25 HOURS OF LESSONS AND 23 HOURS EXERCISES) |
| Teaching Methods | |
|---|---|
| • LESSONS • PRACTICE LESSON |
| Verification of learning | |
|---|---|
| THE KNOWLEDGE AND UNDERSTANDING OF THE TOPICS DESCRIBED WITHIN THE COURSE WILL BE TESTED BY MEANS OF A FINAL WRITTEN EXAMINATION (PROJECT), FOLLOWED BY AN ORAL EXAM. THE WRITTEN TEST HELP TO ASSESS THE ABILITY OF STUDENT TO APPLIED THE CONCEPTS FOR RESOLVING EXERCISES ON THE THEMES WHICH WERE CONSIDERED INTO THE COURSE. THE ORAL EXAM HELP TO ASSESS THE ABILITY OF STUDENT OF EXHIBIT CLEARLY AND RIGOROUSLY THE CONCEPTS LEARNED INTO THE CLASSROM. |
| Texts | |
|---|---|
| • G.IOVANE, A.AMOROSIA, M.LEONE, FINANCIAL COMPUTING, ARACNE EDITORE 2016 • TEACHER NOTES |
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