Multi-course programs with a faculty-marked capstone
Credential programs
Algorithmic trading certification, and credentials in risk, derivatives, portfolios and machine learning. A credential program is a fixed set of courses, usually with an assessed capstone. Each course earns its own certificate along the way, and the credential is awarded when every part is passed. Credentials are Institute awards and are not accredited degrees.
On the practitioner path
For engineers, traders and analysts who need working systems: labs, code reviews and assessed projects.
- Foundation Certificate in Computational FinanceThe entry quantitative finance certificate. Four Foundation courses that fix the probability, statistics and Python every later course assumes, and a first look at how trading systems are built.
- Certificate in Algorithmic TradingSix courses and a capstone that take a strategy from idea to a costed, sized and validated system, with performance reported the way a trading desk would read it.
- Certificate in High-Frequency Trading and Market MicrostructureFive courses and a capstone on how orders meet: the limit order book, execution algorithms, venue routing, market making and the systems that run them.
- Certificate in Statistical ArbitrageFive courses and a capstone on market-neutral trading: time series foundations, pairs and baskets, cointegration and the validation that keeps spread strategies honest.
- Certificate in Systematic InvestingSix courses and a capstone on rule-based investing over months and years: asset pricing, trend following, factors and the portfolio construction that holds them together.
- Certificate in Quantitative Portfolio ManagementSix courses and a capstone on building portfolios with numbers: mean-variance and its failures, robust optimisation, Black-Litterman views, factors, attribution and risk.
- Certificate in Quantitative Risk ManagementA financial risk management certification in five courses and a capstone on measuring and governing market risk: VaR and expected shortfall, volatility models, stress tests and the validation of the models themselves.
- Certificate in Machine Learning for TradingFive courses and a capstone on applying machine learning to markets without fooling yourself: labelling, features, purged validation, overfitting tests and reinforcement learning.
- Professional Diploma in Algorithmic TradingThe top credential on the practitioner path. Eight courses and a 40-hour capstone covering everything between a trading idea and a book you could defend to a risk committee.
On the researcher path
For quantitative researchers and graduate students: derivations, estimation and a written research capstone.
- Certificate in Derivatives PricingDerivative pricing in five courses and a capstone, from stochastic calculus to stochastic volatility: how options are priced, hedged and calibrated to the market.
- Fellowship in Computational FinanceThe top credential on the researcher path. Nine courses, eight of them at researcher level, and a supervised dissertation, examined by two faculty members.