Lead PI: Prof. Anthony Brabazon

Algorithmic trading is defined here as the use of computer programs to assist with any aspect of the trading of financial assets. It can therefore encompass systems which decide on certain aspects of the order such as the timing, price, or even the final quantity of the order. The design of these algorithms entwines finance, mathematics and computer science and hence it forms an ‘integrating’ work package as it draws on concepts such as liquidity, asset pricing, risk management, handling high-frequency data, and novel computational algorithms.