ORIE 5252

ORIE 5252

Course information provided by the 2019-2020 Catalog.

This course is taught by a seasoned finance professional and focuses on the tools and techniques used by quantitative traders. The topics covered include risk measurement and management, alpha forecasting methods, and the development and application of trade execution cost models. The emphasis of the course is to enable students to apply quantitative financial models within a real-life trading environment.


Permission Note Enrollment limited to: financial engineering M.Eng. students in NYC.

When Offered Fall.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • 10941 ORIE 5252   LEC 030

  • Instruction Mode: In Person

    Taught in NYC. Enrollment limited to MEng Financial Engineering students and Cornell Tech ORIE students. Cornell Tech ORIE students MUST receive permission from Victoria Averbukh (vza1@cornell.edu) and the instructor.