Financial systems have spurred technological innovation and, in turn, are driven by cutting-edge technological developments. This seminar course explores the synergy.
Students will spend the first seven weeks learning from faculty and industry experts how to build faster and fairer financial systems. For the final three weeks of the course, students will apply this knowledge in a trading competition, where they will take on the role of high frequency traders.
Topics include:
  • Infrastructure: data center fabrics, ultra-low latency trading systems​
  • Cloud Computing Infrastructure: building large-scale risk computation platforms​
  • Financial Exchange Infrastructure: Fairness and performance in modern exchanges​
  • Algorithmic and High Frequency Trading: price and order book based algorithms

Important Dates

Deadlines

  • October 8th: Email us the names and emails of your group members by 11:59PM PT.
  • November 20th: Submit a 2-page course report by 5PM PT. More details on this page . [Update: The report is now optional]

Review Sessions for CloudEx

9:30-10:30AM PT on Fridays of weeks 4,5, and 6 of the quarter (i.e., on October 9th, October 16th, and October 23rd).

Trading Competition Hours

7:00-9:00PM PT on Mondays, Tuesdays, and Wednesdays of weeks 7,8, and 9 of the quarter.

Announcements

Important course information will be posted on this web page and announced in class. Please regularly check here for updates and announcements.

Course Information

Lectures (Zoom)

Mondays, Wednesdays 10-11AM PST

Grading

Grading basis: S/NC (Pass/Fail); to get an S, you need:

  • Attendance in 15 out of 20 lectures (determined by Canvas/Zoom)
  • Participate in the algorithmic trading sessions in weeks 7—9
    • Trading hours: 7—9PM PST on Mon/Tue/Wed in the weeks of Oct 26th, Nov 2nd and Nov 9th
  • [Update: The report is now optional] A 2-page report by 5PM PST, Nov 20th, 2020. More details on this page .

Instructors

Balaji Prabhakar

Office Hours: Tuesdays 10AM-11AM PST
Email: balaji@stanford.edu

Mendel Rosenblum

Office Hours: Mondays 3PM-4PM PST
Email: mendel@stanford.edu

Ahmad Ghalayini (CA)

Office Hours: Fridays 2:30PM-4PM PST
Email: ghalayini@stanford.edu

Contact

You can reach us at cs349f-aut2021-staff@lists.stanford.edu.