Grading Policy and Deliverables

Grading Policy

  • Attendance and individual contribution: 20%

  • Individual assignments: 15%

  • Mid-term presentation: 25%

  • Final presentation and report: 40%

Presentations

In addition to the report we'll have two slide presentations to the class, with Q&A at the end.

  • For the midterm presentation we expect an accurate description of the problem you are studying, the models you plan to use and what kind of results you expect to obtain. The focus is to make sure you understand the problem and the methods you are using. It is fine to have no significant results at this point, but we would like to see some graphic representation of the data. Each group will have 10 minutes + Q&A for this presentation.

  • For the final presentation we expect you to show the class what you have learnt and most importantly the final results of your work. Each group will have 20 minutes + Q&A for this presentation.

Report

To complete the course we expect each group to write a report of 10-15 pages which carefully explains the problem tackled, the method used and the results obtained. The report should contain visual representation of the data studied, the patterns observed, and the performance/results of the model. It should be written in a language simple enough to be read by people with no experience in math finance or algorithmic trading. Please typeset your report in LaTex.

Please read this detailed guidelines document for the final report.