Group 1: Ho Wei Hong, Finsam Samson, Joachim Sasson - High-frequency strategy (midterm|final presentation|final report)
Group 2: Yang Fan, Christopher Lazarus, Aman Sawhney - Reinforcement Learning strategy (midterm|final presentation|final report)
Group 3: Jonathan Ling, Arjun Sawhney, Amanda Brown - Crypto-currency price prediction (midterm|final presentation|final report)
Group 4: Emile Clastres, Boris Beltinoff - Crypto-currency and social networks (midterm|final presentation|final report)
Group 5: Trishiet Ray, Brian Seabrooks - Statistical arbitrage (midterm|final presentation|final report)
Group 6: Alex Langshur - Pure arbitrage in Eurodollar futures (midterm|final presentation|final report)
Group 7: Benjamin Siranosian - Tail risk hedging with VIX calls (midterm|final presentation|final report)
Group 8: Nick Steele - Earnings calls and stock return prediction (midterm|final presentation|final report)
Group meetings will follow lectures according to the following schedule.