2014 Projects and Midterm reports

Group projects from Spring 2014.

1. I. Schultz, G. Ashpis, G. Rooney, Z. Skokan - Options arbitrage (midterm presentation), (final report)

2. Z. Zheng, C. Shao, E. Mao - Trend Following in FX (midterm presentation), (final report), (midterm report)

3. Y. Li, J. Mo, Z. Fan, X. Fan, X. Li - High Freq Market Making (midterm presentation), (final report)

4. S. Fung, H. Rolnick, C. Lee - Financial Data Visualization (midterm presentation), (final report)

5. N. Kseib, M. Phulsuksombati, L. Limonta, X. Lin - Statistical Arbitrage HFT (midterm presentation), (final report)

6. K. Bang, H. Sup Lim - High Freq Market Making II (midterm presentation), (final report), (final presentation)