Library
Publications, courses and documentation
(01) Publications & demos
- Publications Courses Introduction to Algorithmic Trading Strategies by Dr. Haksun Li This course has been offered in the following venues. Master of Science in Financial Mathematics, the Hong…
- AlgoQuant Demos Markowitz Portfolio Optimization Harry Markowitz introduced and later won the Nobel Prize for the Modern Portfolio Theory in his 1952 article and 1959 book. His theory attempts to…
- Numerical Methods in Quantitative Trading By Dr. Haksun Li, Dr. Waipun Ken Yiu, Dr. Kevin Haoyu Sun Numerical Method Incorporation Limited © 2013 – 2015 Numerical Method Incorporation Limited All rights reserved. No part…
(02) Courses
- Seminar: Introduction to Algorithmic Trading Strategies, Dr. Haksun Li Quantitative Trading Strategy Development Adapted from Prof. Haksun Li’s course taught at the National University of Singapore, Nanyang Technological University, Singapore…
- Introduction to Quantitative Trading Strategies, 2015 Course Description This course introduces students to quantitative trading. A trader usually starts with an intuition or a vague trading idea. Using mathematics, s/he turns the…
- Introduction to Algorithmic Trading Strategies, 2011-2013 Note: this course is superseded by the CQI introductory course: Introduction to Quantitative Investment Course Description This course introduces students to quantitative trading.…
(03) Reference & archives
Generated documentation and pages from the original site, kept as they were.