Spring 2010

For next class 2/26
Read: Event Profiling
Homework: Backtest

2-4pm Fridays Soda 310

Lecture Notes
Class Demos

The project topics chosen were:

Nikita         Level II indicator
David     Infrastructure, alpha, unsure
Kevin         EUR/GBP USD
Philip     Hedge fund following
Alex         News Information Leakage
Grady     Executions/infrastructure
Kyung Fundamental macro
Sudeep Pit trading iphone
Ariel         VIX
Angel         Equity currency hedging

Subpages (2): Answers Background