© Tauseef Khan. All rights reserved.

    All posts
    Cross-Department
    Algorithmic Trading
    Statistics
    Project-Based Learning

    Bridging Maths and Commerce: A Cross-Department Algorithmic Trading Project

    Tauseef Khan
    Thursday, July 2, 2026
    2 min read

    Bridging Maths and Commerce: A Cross-Department Algorithmic Trading Project

    Some of the best learning happens at the boundary between subjects. When students ask "where will I ever use this?", the most convincing answer is a real project that refuses to sit inside a single textbook.

    This year the mathematics and commerce departments ran a joint initiative on algorithmic trading, and it became one of the most engaging things my students have done.

    The Idea

    Financial markets are a natural playground for statistics and calculus. Prices move, averages smooth out noise, and simple rules can turn raw data into decisions. Working alongside the commerce faculty, we built a unit where students modelled a basic moving-average crossover strategy.

    The mathematics side contributed:

    • Averages and smoothing: Understanding how a moving average filters short-term fluctuations.
    • Rate of change: Reading momentum as the slope of a price curve.
    • Statistical reasoning: Discussing variance, risk, and why past performance guarantees nothing.

    The commerce side contributed the market context: what a candlestick means, how trades settle, and the economics behind price movements.

    Building the Model

    Students wrote a short Python script to compute two moving averages, a fast one and a slow one, over historical price data. When the fast average crossed above the slow one, the model flagged a potential buy; when it crossed below, a potential sell.

    Seeing their crossover graph line up with actual market turns was a genuine "aha" moment. The mathematics was no longer decoration; it was the engine.

    Lessons Learned

    • Interdisciplinary framing raises engagement. Students who were lukewarm about statistics leaned in when it decided a simulated trade.
    • Real data is messy, and that is the point. Discussing why the strategy sometimes failed taught more about risk than any tidy example could.
    • Collaboration models the real world. Working with the commerce department showed students that professionals rarely solve problems inside a single discipline.

    Cross-department projects take coordination, but the payoff is students who see mathematics as a living, connected tool rather than an isolated set of rules.

    Back to all posts