FINM 33500

Systematic Trading Technologies

Systematic Trading Technologies is an immersive, engineering‑driven course where students learn to design, implement, and deploy fully automated systematic trading systems from the ground up. Working in small teams, students architect UML‑based system components, build async market‑data and execution pipelines, develop event‑driven backtesters, and integrate machine‑learning signals with walk‑forward validation. Each sprint delivers production‑grade artifacts—CI, Docker, tests, dashboards—culminating in a reproducible, end‑to‑end trading platform that mirrors the workflows used by modern systematic‑trading teams. Ideal for students aiming for buy‑side/sell‑side quant roles or quant‑developer positions, this course provides hands‑on experience building the systems that power today’s algorithmic and rules‑based trading strategies.

In-Person Program
Quarter: Autumn 
Instructor: Sebastien Donadio
Syllabus

Online Program
Quarter: Winter 2026
Instructor: Sebastien Donadio
Syllabus