Integrating Aspects of Asset Management

Brief description

Programming language "Python" at an advanced level
Backtesting of trading strategies as well as setting up a live trading strategy on a server
Teaching Linux, server setup as well as Interactive Brokers skills
Online course and certification: Machine Learning using SAS Viya
Online course: Using SAS Viya REST API with Python and R

Mode of delivery

face to face

Type

compulsory

Planned learning activities and teaching methods

Interactive teaching (lecture and group works), self-study and certification for SAS Viya and Machine learning

Assessment methods and criteria

This practical class has two components each counts for 50 points, in total 100 points.
Self-study: SAS Viya online courses (50 points)
Classroom teaching and group work for trading strategies and interactive brokers skills (50 points)
The rules are outlined in the syllabus of each lecturer.

Prerequisites and co-requisites

Courses of the 2nd semester

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

6.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2025

Semester

3 WS

Incoming

Yes

Learning outcome

Learning outcomes After the successful completion of the course, students are able to use the software “Python” on an advanced level and to apply the programming knowledge on setting up a trading strategy, backtesting a trading strategy and optimize a portfolio. Students are familiar with Linux and server setup and can apply the learnings to interactive brokerage.
Students are able to work with the SAS software Viya and can apply the programming skills to Machine Learning and REST API.

Course code

0613-09-09-BB-EN-29

Integrating Aspects of Asset Management