2015 Projects and Midterm reports

Group projects from Spring 2015.

  1. A. Wolff, A. Childs, T. Scott, X. Jiang - Options Trading (midterm|final presentation|final report)

  2. F. Yang, J. Jin, S. Ji, Y. Bi - Statistical Arbitrage (midterm|final presentation|final report)

  3. A. Ghauche, C. Campbell, F. Tixier, W. Wright - Statistical Arbitrage (midterm|final presentation|final report)

  4. A. Venkatesh, H. Chu, L. Peng, M. Papadakis - Market Making (midterm|final presentation|final report)

  5. B. Chiquoine, J. Ku, J. Jiao, Y. Hu - Intraday-Overnight Price Prediction (midterm|final presentation|final report)

  6. F. Boyeaux, O. Aryan, T. Stephens, V. Ramakrishnan - High-Frequency Price Prediction (midterm|final presentation|final report)

  7. B. Dong, K. McNealy - Trend Following (midterm|final presentation|final report)