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CCFEA/i4MT Summer School Program 2008 (1-19 September 2008 )

Wed, 20/08/2008 - 15:42 — Jin

CCFEA/i4MT
Summer School Program 2008 (1-19
September 2008 )


High Frequency Finance (HFF) and Electronic Trader Training (ETT)


Program  Venue 
Registration

The
University of Essex Centre for Computational Finance and Economic Agents (CCFEA)
and The Institute for Market Technology
(i4MT) have combined their expertise in high frequency finance and electronic
trading to run a joint summer taught program in September 2008 in the UK. The
content and delivery of the program are unique to the financial markets industry
with both institutions specializing in delivering core skills and competencies
that are required by high frequency equity traders and related front- office
staff. 

The objective
of the program is to provide theoretical knowledge and practical understanding
of computational finance, financial markets and UK equity trading strategies at
the highest level. The program offers a mix of classroom based instruction, case
study and practical trading exercises where attendees will experience the thrill
of trading real-time simulated equity markets through the use of industry
strength proprietary trading software.

Attendees will
be taken through a rigorous program of theoretical and practical education in
financial markets and trading which could lead directly to immediate placement
as a full-time trainee equity trader with City trading companies who are
associated with this program. Those attendees who pass the trader training
modules, successfully complete the i4MT Electronic Trading certificate and
fulfil the stringent assessment requirements will be placed with one of i4MT’s
trading partners in London as a graduate equity trainee. 

The course will be held in an
industry strength trading floor in the City of London (see below for full
details).


Registration via CCFEA is now open

Week 1


  • Introduction to Financial Markets and tuition in High Frequency Finance at Masters level from CCFEA

Weeks 2 and 3


  • Professional trader assessments and psychometric testing using innovative tests
    developed by i4MT in conjunction with the i4MT Trader Psychometrics
    behavioural science program


  • Intense trader training with full-time practical trading sessions in the CCFEA
    industry strength Electronic Trading lab using real-time professional proprietary
    trading and market data software


  • Full Equity and CFD trader training from industry experts who are currently
    trading themselves

Attendees who
undertake the full 3-week seminar program will qualify for the i4MT Electronic
Trading Certificate. Attendees who opt for the 2-week program or two/three-day
snapshot Module sessions will be issued credits in the i4MT Electronic Trading
Certificate. The i4MT Electronic Trading Certificate comprises 36 hours of
study. 
Detailed handouts accompany each module.

 


Program Format and Pricing


Full 3-Week
Program: 
High Frequency Finance and Electronic Trader Training (7
Modules)


Dates:  1-19
September 2008 for 3 week program

Time: 

9am-5.00pm

Venue: 


as below


Fees: 
£2500 for students/academic and £6000 for non-students


Attendees will
receive: 
Summer School Certificate of Attendance and Trader Test Results from i4MT and
full i4MT Electronic Trading Certificate.


Part 2-Week
Program:  High
Frequency Finance and Electronic Trader Training (4 Modules)


Dates:  1-12
September 2008 for 2 week program


Time: 
9am-5.00pm


Venue: 
as below


Fees: 
£1250 for students/academic and £4000 for non-student


Attendees will
receive:
Summer School Certificate of Attendance and Trader Test Results from i4MT and 4
modules of the i4MT Electronic Trading Certificate

i4MT is also
offering single Module access to individual certificate modules for those
industry professionals, i4MT alumni and students who wish to attend specific
modules or who have completed parts of the i4MT Electronic Trading Certificate
and wish to complete the full program.


Individual
Modules:
Electronic Trader Training (i4MT Electronic Trading Certificate) 


Module 1: 
(1st and 2nd September)  Financial Markets and Corporate Structure; Financial
Products and Market Interrelatedness


Module 2: (3rd,4th
and 5 th September) 
High Frequency Finance; Tick Data; Intraday Patterns; Slow and Fast Markets  


Module 3: (8th
and  9th September)

Trading System Development and Trading Strategies 


Module 4:

(10thand
11th  September)
Introduction to London Stock Exchange SETS (Electronic Limit Order Book); CCFEA
SETS Simulator and Exercises on How to Implement Automated VWAP and Pairs
Trading Strategies


Module 5: 
(12th and 15th September) 
Money Management and Risk Management; Intraday Value at Risk


Module 6: 
(16th and 17th September)  Enhanced Proprietary
Trading and High Frequency Strategies 


Module 7: (18
and 19th
September)  Special Situations and Enhanced Spread Trading 


Time: 
9am-5.00pm 


Venue: 
as below


Fees: 
£375 per Module for students/academic and £875 for non-student (The pricing is
per Module, not per day.)


Attendees will receive: Individual Modules of the i4MT Electronic
Trading Certificate.  Note these can be 'banked' over a period of a year
when the attendee can complete the necessary credits when the program is held
again.  It is anticipated that the full program will run at least on 2
separate periods in the year, roughly summer and spring. 

There are
only 6 available places
via CCFEA (15 in
total), so contact us for booking and course information, as soon as possible. Email Sheri
Markose, scher@essex.ac.uk, for
details and queries. 


CCFEA

The Centre
for Computational Finance and Economic Agents (CCFEA) is an innovative,
interdisciplinary and laboratory based teaching and research Centre which is a
showcase for cutting edge computational and evolutionary methods to simulate
markets with artificially intelligent agents and to design real time trading and
risk management systems. CCFEA hosts advanced

workshops and

seminars by experts in the area
of Computational Finance and Economics. The centre currently has over 40
post graduate students, of which 22 are PhD research students. The Centre with its innovative

MSc Computational Finance, MSc
Agent-Based Computational Economics and E-Markets (ACE-EM), new

MSc Financial Software Engineering,

PhD Computational Finance and

PhD Computational Economics - can be
considered to be the first to offer such a PG curriculum in the UK.


i4MT

The
Institute for Market Technology (i4MT) provides a unique opportunity for
industry professionals and newcomers to learn theoretical knowledge and
practical skills that can be used in a variety of careers in the modern
financial markets. The teaching emphasis is on providing industry-relevant
skills that can be transferred directly to the work environment, particularly in
areas of technology management, trading, quantitative finance, programming,
market operations and electronic exchange management.

Location of the Course

The course will be held in an
industry strength trading floor in the City of London .

City Tower
Suite 2102/3
40 Basinghall Street
London
EC2V 5DE

(find map

here)

Accommodation

Affordable and comfortable
accommodation (for students/academics and non-students) in Central London in September 2008 can be found at
following websites:



University of London Accommodation Office:

http://housing.london.ac.uk/cms/short-term-housing/halls-of-residence.html

Claredale House / Sir John Cass Hall:

http://www.cassandclaredale.co.uk
IES Student Residence Hall:
http://www.iesreshall.com
International Student House:
http://www.ish.org.uk
King's College London:

http://www.kcl.ac.uk/about/structure/admin/facser/conbro/accomodation
London School of Economics:

http://www.lse.ac.uk/collections/vacations
University of Westminster:

http://www.wmin.ac.uk/comserv
Shaftesbury Student Housing:

http://www.summerbreaks.org