2015 Projects and Midterm reports
Group projects from Spring 2015.
A. Wolff, A. Childs, T. Scott, X. Jiang - Options Trading
(midterm|final presentation|final report)
F. Yang, J. Jin, S. Ji, Y. Bi - Statistical Arbitrage
(midterm|final presentation|final report)
A. Ghauche, C. Campbell, F. Tixier, W. Wright - Statistical Arbitrage
(midterm|final presentation|final report)
A. Venkatesh, H. Chu, L. Peng, M. Papadakis - Market Making
(midterm|final presentation|final report)
B. Chiquoine, J. Ku, J. Jiao, Y. Hu - Intraday-Overnight Price Prediction
(midterm|final presentation|final report)
F. Boyeaux, O. Aryan, T. Stephens, V. Ramakrishnan - High-Frequency Price Prediction
(midterm|final presentation|final report)
B. Dong, K. McNealy - Trend Following
(midterm|final presentation|final report)
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