Module Details

The information contained in this module specification was correct at the time of publication but may be subject to change, either during the session because of unforeseen circumstances, or following review of the module at the end of the session. Queries about the module should be directed to the member of staff with responsibility for the module.
Title Honours Year Automated Trading Project
Code COMP396
Coordinator Dr JS Fearnley
Computer Science
John.Fearnley@liverpool.ac.uk
Year CATS Level Semester CATS Value
Session 2021-22 Level 6 FHEQ Whole Session 30

Aims

To give students the opportunity to work in a team to explore in depth the problem of automated trading from a practical perspective.

To provide experience of all aspects of solving a substantial problem, including the production of a final report.

To provide experience of all aspects of solving a substantial problem, including the production of a final report.

To enhance communication skills, both oral and written.


Learning Outcomes

(LO1) At the end of this module students should be able to work effectively and cooperatively as part of a team while taking on a range of different roles within the team.

(LO2) At the end of this module students should be able to plan, manage, and execute the project as a group within the time available while managing their individual time effectively so as to carry out the group's plan.

(LO3) At the end of this module students should be able to design and implement trading strategies and evaluate critically their performance and robustness.

(LO4) At the end of this module students should be able to locate and make use of information relevant to their project.

(LO5) At the end of this module students should be able to prepare and deliver a formal presentation showing practical competence and demonstrating aspects of the project.

(LO6) At the end of this module students should be able to document the work conducted in the project in a final report.

(S1) Communication (oral, written and visual) - Presentation skills – oral

(S2) Communication (oral, written and visual) - Presentation skills - visual

(S3) Communication (oral, written and visual) - Report writing

(S4) Time and project management - Project management

(S5) Critical thinking and problem solving - Evaluation

(S6) Critical thinking and problem solving - Creative thinking

(S7) Working in groups and teams - Group action planning

(S8) Research skills - All Information skills

(S9) Numeracy/computational skills - Reason with numbers/mathematical concepts


Syllabus

 

All projects should contain the following elements: research, design, realisation and evaluation.


Teaching and Learning Strategies

Teaching Method 1 - Lecture
Description:
Attendance Recorded: Not yet decided
Notes: Lectures in term 1 to give guidance on assessment and ideas for the design and development of trading strategies.

Teaching Method 2 - Laboratory Work
Description:
Attendance Recorded: Not yet decided
Notes: Programming help sessions in which students can seek guidance on implementing their ideas in R.

Teaching Method 3 - Assessment
Description:
Attendance Recorded: Not yet decided
Notes: Design presentation - team members will jointly present their design work.

Due to Covid-19, in 2021/22, one or more of the following delivery methods will be implemented based on the current local conditions.
(a) Hybrid delivery
Teaching Method 1 - Lecture
Description: On-line asynchronous sessions
Teaching Method 2 - Laboratory Work
Description: Mix of on-campus/on-line synchronous/asynchronous sessions

(b) Fully online delivery and assessment
Teaching Method 1 - Lecture
Description: On-line asynchronous lectures
Teaching Method 2 - Laboratory Work
Description: On-line synchronous/asynchronous sessions

(c) Standard on-campus delivery
Teaching Method 1 - Lecture
Description: On-line asynchronous sessions
Teaching Method 2 - Laboratory Work
Description: On-campus synchronous sessions


Teaching Schedule

  Lectures Seminars Tutorials Lab Practicals Fieldwork Placement Other TOTAL
Study Hours 9

    20

  1

30
Timetable (if known)              
Private Study 270
TOTAL HOURS 300

Assessment

EXAM Duration Timing
(Semester)
% of
final
mark
Resit/resubmission
opportunity
Penalty for late
submission
Notes
             
CONTINUOUS Duration Timing
(Semester)
% of
final
mark
Resit/resubmission
opportunity
Penalty for late
submission
Notes
(396.2) Assessment 3 Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :2  10000 minutes.    50       
(396.1) Assessment 2 Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :2  One piece of code    30       
(396) Assessment 1 Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :1  500 words    20       

Recommended Texts

Reading lists are managed at readinglists.liverpool.ac.uk. Click here to access the reading lists for this module.