Overview
MATH2291 is a Mathematics Level II course.
Units of credit: 6
Prerequisites: MATH1231 or MATH1241 or MATH1251, or enrolled in 8161 program.
Exclusions: n/a
Cycle of offering: Term 2
Graduate attributes: This course will be taught in partnership with Optiver, one of the largest global options market maker in the world. Through a hands-on trading-floor style approach, you will learn how to convert your strategies into algorithms for deployment against your fellow students on a live virtual marketplace.
More information: The Course Outline (pdf) contains information about course objectives, assessment, course materials and the syllabus.
Important additional information
UNSW Plagiarism Policy
The University requires all students to be aware of its policy on plagiarism.
For courses convened by the School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.
If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.
The Online Handbook entry contains up-to-date timetabling information.
If you are currently enrolled in MATH2991, you can log into UNSW Moodle for this course.
Course aims
The overarching aim of this course is to teach students how to convert basic knowledge of programming, statistics, data science and maths into successful algorithmic trading strategies. In the final third of this course, students will continually upload their coded algorithms directly to a simulated trading platform built by Optiver. The results can then be observed in real time.
Course description
Global financial markets are a battlefield of mathematics, data, algorithms and AI. How would you even think about entering this theatre of information to make your mark with a successful trading strategy? This course will be taught in partnership with Optiver, the largest global options market maker in the world. Through a hands-on trading-floor style approach, we will show you how to build competitive trading strategies from scratch. We will start by showing you how to select, process and synthesise key information into signals that will transform your understanding of how financial markets operate. From this, you will infuse your insights with mathematics to propose and create your own trading strategies. Finally, you will learn how to convert your strategies into algorithms for deployment against your fellow students on a live virtual marketplace.