Systematic Trading Strategies with Machine Learning Algorithms
BUSI70575 - Imperial College Business School - 2025-2026
Welcome
This course explores the intersection of machine learning and systematic trading strategies. You will learn to design, implement, and evaluate algorithmic trading systems using modern ML techniques.
Course Structure
- 6 Lectures covering Machine Learning foundations to advanced neural networks
- 2 Projects with hands-on Colab notebooks
- 1 Review Session with Mock Exam
- Weekly MCQs to reinforce concepts
- 4 Optional Sessions (Refresher + advanced Machine Learning topics)
Assessment Weights
| Component | Weight |
|---|---|
| Competition (Coursework) | 50% |
| Final Exam | 50% |
Course Schedule
| Event | Topic | Date | Time | Location |
|---|---|---|---|---|
| Office Hours | In-person Q&A | April 15 | 1pm - 2pm | Sherfield Room 324 |
| Session 1 | Introduction to Systematic Strategies with Machine Learning | April 15 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | April 15 | 5pm - 6pm | Sherfield Room 324 |
| Additional Office Hours | Online Q&A | April 17 | 4pm - 5pm | Zoom |
| Office Hours | In-person Q&A | April 22 | 1pm - 2pm | Sherfield Room 324 |
| Session 2 | Introduction to Unsupervised Learning Techniques | April 22 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | April 22 | 5pm - 6pm | Sherfield Room 324 |
| Optional Session 1 | Probability and Calculus Refresher | April 24 | 4pm - 5pm | Sherfield Room 323 |
| Office Hours | In-person Q&A | April 29 | 1pm - 2pm | Sherfield Room 324 |
| Session 3 | Latent Variable Models in Financial Asset Regime Detection | April 29 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | April 29 | 5pm - 6pm | Sherfield Room 324 |
| Additional Office Hours | Online Q&A | May 1 | 4pm - 5pm | Zoom |
| Office Hours | In-person Q&A | May 6 | 1pm - 2pm | Sherfield Room 324 |
| Session 4 | Supervised Learning Algorithms | May 6 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | May 6 | 5pm - 6pm | Sherfield Room 324 |
| Optional Session 2 | Probability and Calculus Refresher | May 8 | 4pm - 6pm | Sherfield Room 323 |
| Office Hours | In-person Q&A | May 13 | 1pm - 2pm | Sherfield Room 324 |
| Session 5 | Project - Enhancing Strategy Performance in Crypto Markets | May 13 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | May 13 | 5pm - 6pm | Sherfield Room 324 |
| Additional Office Hours | Online Q&A | May 15 | 4pm - 5pm | Zoom |
| Office Hours | In-person Q&A | May 20 | 1pm - 2pm | Sherfield Room 324 |
| Session 6 | Introducing Variable Selection Networks | May 20 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | May 20 | 5pm - 6pm | Sherfield Room 324 |
| Additional Office Hours | Online Q&A | May 22 | 4pm - 5pm | Zoom |
| Office Hours | In-person Q&A | May 27 | 1pm - 2pm | Sherfield Room 324 |
| Session 7 | Neural Networks for Interpretable Time Series Forecasting | May 27 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | May 27 | 5pm - 6pm | Sherfield Room 324 |
| Office Hours | Review of Latent Variable Models | May 29 | 3pm - 4pm | Sherfield Room 323 |
| Optional Session 3 | Position Sizing with the Metamodel | May 29 | 4pm - 5pm | Sherfield Room 323 |
| Office Hours | Review of Neural Networks | May 29 | 5pm - 6pm | Sherfield Room 323 |
| Office Hours | In-person Q&A | June 3 | 1pm - 2pm | Sherfield Room 324 |
| Session 8 | Project - Volatility Forecasting with Temporal Fusion Transformers | June 3 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | June 3 | 5pm - 6pm | Sherfield Room 324 |
| Office Hours | Review of Latent Variable Models | June 5 | 4pm - 5pm | LT1 |
| Office Hours | Review of Neural Networks | June 5 | 5pm - 6pm | LT1 |
| Office Hours | In-person Q&A | June 10 | 1pm - 2pm | Sherfield Room 324 |
| Session 9 | Review Session - Mock Exam | June 10 | 2pm - 5pm | Sherfield Room 324 |
| Office Hours | In-person Q&A | June 10 | 5pm - 6pm | Sherfield Room 324 |
| Office Hours | Review of Tree-based Models | June 12 | 2pm - 3pm | LT1 |
| Office Hours | Review of Sequential Neural Networks | June 12 | 3pm - 4pm | LT1 |
| Optional Session 4 | Introducing Reasoning Models and Agentic AI | June 12 | 4pm - 5pm | LT1 |
Quick Links
Contact
Hachem Madmoun
If you have any questions about the course, feel free to reach out.
h.madmoun@ic.ac.uk