Professor Michael McDonald provides a brief primer on securities markets. He explains how data helps investors forecast performance and automate trading. Then he moves into the practical steps: coming up with algorithmic trading rules and developing and testing an algorithm. Finally, he shows how the algorithm can be applied and eventually expanded to other securities. Anyone working in financial services, or interested in investing in the stock market, will be able to use these tutorials to understand and develop simple trading algorithms of their own.

Topics include:

• Basics of trading stocks
• Algorithms and the financial industry
• How the Fed regulates algorithmic trading
• Case studies
• Quantitative rules and strategie
• Gathering data for algorithms
• Designing algorithms
• Testing algorithms
• Buying and selling with trading algorithms