Department of
Economics

Algorithmic and High Frequency Trading
Summer School

  • When: July 2nd-15th, 2025
  • Where: San Giobbe Economics Campus - Cannaregio 873, Venice
  • Deadline for application: June 12th, 2025, 12.00 pm (CEST)
  • The call for admission is available on the Venice School of Management Summer school programmes webpage

The Summer School

Jointly organized by the ICMA Centre of the Henley Business School (University of Reading), the Department of Economics and the Venice School of Management, this summer module aims at equipping the students with a basic knowledge of algorithmic and high frequency trading strategies.
Industry participants estimate that 70-80% of equity trades are executed through computers. Market-makers in fixed income and currency markets use algorithms to automatically adjust their quotes.
This module reviews the current state of the trading industry and identifies aims, features, regulations, and limitations of three main groups of algorithmic trading strategies: market making, trade execution and statistical arbitrage. Practical seminars are used to demonstrate how to apply trading algorithms to high-frequency data.

By the end of the module, it is expected that students will be able to:

  • explain the concepts of high frequency trading and algorithmic trading;
  • identify the characteristic elements of alternative algorithmic trading strategies;
  • solve simple trade execution problems and develop effective execution strategies;
  • develop tick-by-tick data management skills, apply Excel functions such as Pivot Tables and Solver and basic programming knowledge to solve simple high-frequency trade data problems.
Convenor

Prof. Alfonso Dufour, Associate Professor of Finance, ICMA Centre, Henley Business School, University of Reading

Deadlines

Application deadline: June 12th, 2025
Publication of ranking list: June 18th, 2025
Acceptance: within three working days from the publication of the ranking list

For further information: international.management@unive.it

Call for admission

11 places are available for students enrolled in the Master's programmes in Data Analytics for Business and Society, Economia e Finanza, Economics, Finance and Sustainability, and Global Development and Entrepreneurship. The Venice School of Management also offers 11 places for students enrolled in its Master's programmes.

In order to apply, please visit the section of the Venice School of Management Summer school programmes and follow the procedures mentioned on the call. For more information, please make contact with the Educational Programmes Office of the Venice School of Management: international.management@unive.it.

Schedule

Classes will be held in English.