Organised by Optiver and the NUS Asian Institute of Digital Finance, Centre of Quantitative Finance and Department of Mathematics, the Algorithmic Trading Workshop is a two-day comprehensive course that delves into the world of financial markets and trading.

Led by Optiver industry experts Robbert Pullen, Dennis van de Werken and Adrian Dudek, the course takes you from the foundations of options theory to hands-on algorithm development and testing in Python. Through a blend of theoretical lectures, expert guidance and hands-on application, you’ll learn how to build high-performance Python trading algorithms and have the unique opportunity to test it in real-world trading scenarios.

As part of the two-day workshop, you’ll:

• Gain a deep understanding of financial markets, options theory and algorithmic trading – no financial background required!
• Develop the skill to design and optimise a Python trading algorithm based on real financial market data.
• Build a dual listing arbitrage trading strategy, spotting profitable risk-free trading opportunities through correctly interpreting the microstructure of the order books.
• Implement a fully automated options market making strategy, whilst considering important factors such as managing positional risks and adverse selection.

Plus, test your algorithm against your classmates in a friendly competition at the end of the course, for the chance to win an exciting prize!