Instructor: Dr. Hanchao Yang
Class Time: Tue, Thr 11:45AM – 1:00PM
Duration: 1/07/2026 – 2/17/2026
This course offers a comprehensive, hands-on journey from trading idea generation to the full development of quantitative strategies. Using real data from the cryptocurrency market, students will learn to design, model, test, evaluate, and refine their strategies. The course emphasizes interdisciplinary modeling, guiding students to draw on concepts from fields such as chaos theory and complex networks to deepen their understanding of market behavior.
The course also offers a brief introduction to blockchain technology, covering core concepts such as encryption, consensus mechanisms, distributed ledger architecture, and mining processes. In addition, it explores current topics in the cryptocurrency space, including stablecoins, market manipulation, money laundering, DeFi, NFT, and other emerging trends.
The course has two main learning objectives: to design, develop, and deploy a quantitative trading strategy, and to gain a comprehensive understanding of the cryptocurrency market.
Solid understanding of programming is required, preferably in Python. Class projects will require students to execute their mathematical ideas and models into trading strategies, and these are accomplished through programming skills.
This course will be taught by Dr. Hanchao Yang. After he obtained his PhD in Financial Engineering from Steven Institute Technology in 2016, he founded a trading quantitative firm Captain Capital Management LLC with strategies being deployed in both stock markets as well as cryptocurrencies. Students will benefit from his deep understanding of trading market structures and related quantitative algorithms across multiple markets. Dr. Yang has extensive experience in quantitative trading across multiple markets.