Zicklin School of Business - Baruch College
City University of New York
CIS 4620 Financial Information Technologies
Welcome to the home page for the Course:
CIS 4620 Financial Information Technologies at the
Zicklin School of Business,
Baruch College,
CUNY.
Professor
Dr. Richard Holowczak
Office Number: Wasserman Trading Floor / Subotnick Center
Phone: 646 - 312 - 1544
Fax: 646 - 312 - 1541
E-Mail: richard_holowczak@baruch.cuny.edu (Preferred)
Course WWW : http://cisnet.baruch.cuny.edu/holowczak/classes/4620/
Course Objectives
The main objective of this course is to
provide students with an understanding of
the information technologies employed by financial
services firms that focus on capital markets.
Topics Include:
- Overview of capital markets - what are they and how is trading carried out
- Equity Markets (stock markets)
- Bond Markets / Fixed Income markets
- Foreign Exchange (FX) markets
- Options and Futures Derivatives markets
- Major IT Components used by capital markets
- Trade order management systems (including FIX)
- Order routing and display systems
- Order matching systems (ECN, ATS)
- Clearing and Settlement systems
- Risk management systems
- Market data systems / Market Data Feeds - networks, feed handlers, data aggregators
- In-Memory / Tick / Event / Stream processing databases
- Software development using market data
- Application Programming interfaces - general characteristics
- Reuters API: Adfin and DEX API's
- Bloomberg API
- Interactive Brokers: Market data and order routing API
- Streaming and Tick databases
- Algorithmic trading
The specific learning goals for this course are:
- Students will be able to understand and articulate (in written and
oral form) the
basic functionality of equity, fixed income, derivative
and FX markets
- Students will be able to understand and articulate (in written
and oral form) the
purpose of the major technologies and systems used to
support capital markets
- Students will be able to demonstrate proficiency (through
group projects)
in developing software that can interact with one or more
market data feeds and/or order management systems
Course Page Contents
Please Note: No Grades, Exams or Student Information are
maintained at this site, or on any system accessible via the Internet.
Back to the Teaching Page
File: index.htm Date: 11:07 AM 2/20/2007
All materials Copyright, 1997-2006 Richard Holowczak