2020 Projects and Midterm reports

Group projects from Spring 2020.

  1. Thibaud Bruyelle, Tom Morvan, Brian Lui, and Julius Stener - HF Trading(midterm|final presentation|final report)

  2. Shane Barratt, Russell Clarida, Mert Esencan, Francesco Insulla, Cole Kiersznowski, and Andrew Perry - Statistical Arbitrage(midterm|final presentation|final report)

  3. Jonathan Tuck, Raphael Abbou, and Vin Sachidananda - Statistical Arbitrage(midterm|final presentation|final report)

  4. Yu Gu, Ruoyu Han, Yuzhu Zhang - Improved Anomalies Strategy with Sentiment Data(midterm|final presentation|final report)

  5. Rachel Ahn, Matthew Tan, Kimberly Te, Andrew Matangaidze, Jialu Sun - Quality, Volatility, and Sentiment Trading Strategy(midterm|final presentation|final report)

  6. Jingbo Yang, Carolyn Kao, Xiaoye Yuan, Jiachen Ge, Jon Braatz, and Sunny Shah - FX Trading with a Distributed Quote Book(midterm|final presentation|final report)

  7. Paul Boehringer - Crypto Exchange Predictions(midterm|final presentation|final report)