This module builds on COMP226 "Computer-based trading in financial markets", in which students learnt about the development of automated trading strategies in the R stastical programming environment. In COMP396, we wish to develop the skills and knowledge students gained from COMP226, and additionally to foster both self and peer guided learning and team work, under the guidance of a supervisor. Students are divided into teams, and each team is expected to work largely autonomously on the design of automated trading strategies using provided financial time series data. The trading strategies of the students will be evaluated on unseen parts of these financial time series, and the performance of the trading strategies will contribute towards the final mark of the students.