CS349F: Technologies for Financial Systems Spring 2023

Financial systems have spurred technological innovation and, in turn, are driven by cutting-edge technological developments. In a weekly seminar format with industry guest lecturers, this course explores the synergy.
In this 2-unit course, students will learn from faculty and industry experts how to build faster and fairer financial systems.
Topics include:
  • Infrastructure: Cloud Computing Infrastructure: data center fabrics, server virtualization, ultra-low latency trading systems​
  • Time Synchronization: How it works and its role in trading and market data capture/replay ​
  • Financial Exchange Infrastructure: Fairness and performance in modern exchanges ​
  • Algorithmic and High Frequency Trading: price and order book based algorithms

Important Dates

  • Mar 23rd: Course website is set up!

Announcements

Important course information will be posted on this web page and announced in class. Please regularly check here for updates and announcements.

  • 03/30 CS349F will be a once-a-week seminar course this year, and there will be no lecture recording. Anyone interested in the course can come to the classroom in person.
  • 04/02 Since CS349F is so popular and the enrolled students have gone beyond the pre-defined limit, we have contacted the course management staff to increase the capacity. For students who are interested but cannot enroll via Axess, please don't worry and you will soon be able to enroll on Axess. Please come to the classroom for lectures since the room is big enough, and attendance is required for this course.
  • 04/03 The capacity of CS349F has been increased. For students who are unable to enroll via Axess, now you should be able to enroll the course.
  • 04/22 Please remember to sign up for AI in Fintech Forum. Students can register for free.
  • 04/23 We are happy to have Mr. Harsha Bhat from Coinbase as the guest speaker of our class on Jun 5th.
  • 04/25 According to Stanford FERPA rules, the attendance records are considered to be part of the educational record that Stanford must carefully protect. Therefore, we decide not to share the sign-up sheet online any longer. At the end of the quarter, we will email the personal attendance record to every student independently.
  • 05/08 Today's class will be on zoom here. No signup sheet for this lecture.
  • 06/02 The report submission deadline is by 5pm, June 7th (Wednesday). We have broadcast the reminder email notification on 05/22 and 06/02. In case you haven't received the email, please check the report page for more suggestions on the report.

Course Information

Lectures

Mondays 3:00-4:20PM PST

Location

60-109, Bldg.60, Main Quad

Grading

Grading basis: S/NC (Pass/Fail); to get an S, you need:

  • Personal attendance in the lectures (During every class, we will distribute the sign-up sheet for students to sign. Newly enrolled students can contact the CAs to remedy your missing attendance in the first few weeks.)
  • A 2-page report (deadline TBD). More details on this page .

Instructors

Balaji Prabhakar

Office Hours: 10:30am-11:30am Monday (Packard 269)
Email: balaji@stanford.edu

Mendel Rosenblum

Office Hours: 3pm-4pm Tuesday (Gates 450)
Email: mendel@stanford.edu

Course Assistant: Katie Gioioso

Office Hours: By email appointment
Email: kgioioso@stanford.edu

Course Assistant: Jinkun Geng

Office Hours: By email appointment
Email: gjk1994@stanford.edu

Contact

You can reach us at cs349f-spr2223-staff@lists.stanford.edu.