Module Specification
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.
1. Module Title Honours Year Automated Trading Project
2. Module Code COMP396
3. Year Session 2023-24
4. Originating Department Computer Science
5. Faculty Fac of Science & Engineering
6. Semester Whole Session
7. CATS Level Level 6 FHEQ
8. CATS Value 30
9. Member of staff with responsibility for the module
Dr JS Fearnley Computer Science John.Fearnley@liverpool.ac.uk
10. Module Moderator
11. Other Contributing Departments  
12. Other Staff Teaching on this Module
Mrs J Birtall School of Electrical Engineering, Electronics and Computer Science Judith.Birtall@liverpool.ac.uk
Professor RSJ Savani Computer Science Rahul.Savani@liverpool.ac.uk
13. Board of Studies
14. Mode of Delivery
15. Location Main Liverpool City Campus
    Lectures Seminars Tutorials Lab Practicals Fieldwork Placement Other TOTAL
16. Study Hours 9

     20

   1

 30
17.

Private Study

 270
18.

TOTAL HOURS

 300
 
    Lectures Seminars Tutorials Lab Practicals Fieldwork Placement Other
19. Timetable (if known)            
 
20. Pre-requisites before taking this module (other modules and/or general educational/academic requirements):

COMP226 Computer-Based Trading in Financial Markets
21. Modules for which this module is a pre-requisite:

 
22. Co-requisite modules:

 
23. Linked Modules:

 
24. Programme(s) (including Year of Study) to which this module is available on a mandatory basis:
25. Programme(s) (including Year of Study) to which this module is available on a required basis:
26. Programme(s) (including Year of Study) to which this module is available on an optional basis:
27. 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.
 
28. 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
 
29. 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.

Standard on-campus delivery
Teaching Method 1 - Lecture
Description: On-line asynchronous sessions
Teaching Method 2 - Laboratory Work
Description: On-campus synchronous sessions
 
30. Syllabus
   

All projects should contain the following elements: research, design, realisation and evaluation.
 
31. Recommended Texts
  Reading lists are managed at readinglists.liverpool.ac.uk. Click here to access the reading lists for this module.
 

Assessment
32. EXAM Duration Timing
(Semester)		 % of
final
mark		 Resit/resubmission
opportunity		 Penalty for late
submission		 Notes
   
33. CONTINUOUS Duration Timing
(Semester)		 % of
final
mark		 Resit/resubmission
opportunity		 Penalty for late
submission		 Notes
  (396) Final report Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :2 0 50
  (396.1) Evaluation of trading strategies Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :2 0 30
  (396.2) Design Presentation/Documentation Standard UoL penalty applies for late submission. This is not an anonymous assessment. Assessment Schedule (When) :1 0 20