Adjunct Associate Professor
Dr. Kani is an adjunct associate professor of financial engineering at Columbia University. He also serves as a principal and quantitative strategist at Samson Capital Advisors. Previously, Dr. Kani was the Vice President of Quantitative Strategies Group at Goldman Sachs where he was the senior...
IEORE4733 Algorithmic Trading
Instructor: Iraj Kani
Additional Information: IEOR_E4733_Spring_2016_Syllabus.pdf
3 pts. Refer to course syllabus. Spring: Algorithmic Trading, taught by Professor I. Kani. Algorithmic trading refers to a large and amorphous collection of subjects ranging from the study of market microstructure, to the analysis of optimal trading strategies, to the development of computerized, high frequency trading strategies. Analysis of these subjects, the scientific and practical issues they involve, and the extensive body of academic literature they have spawned, are undoubtedly among the most challenging and exciting endeavors in the modern financial economics. In this course we will examine these and other related subjects in some detail, and attempt to uncover their economic and financial mechanism that drive and ultimately relate them.