NYU FRE 7871: Project Introduction
Tuesday, 9/10: Project introduction.
Tuesday, 9/17: Project proposals due.
Tuesday, 10/1: Project midterm presentations and discussion.
Tuesday, 10/22: Project final presentations and discussion.
The course project is an important component of this course. Most day-to-day work in quantitative trading involves a mixture of:
In this project you will chose a topic to explore using the above set of steps.
- Research: Reading, searching, thinking, talking.
- Development: Downloading and integrating existing tools, and/or developing your own.
- Experimentation: Using the above developed tools to test the researched ideas.
- Communication: The results of the above steps are communicated in some way: publicly, privately, via presentations, papers, or executing trades.
Due: Tuesday, 9/17 (one per team).
Submit a project proposal detailing:
Suggestion: The more detailed and concrete your proposal is, the easier it will be for me help guide you to help ensure your project has a high likelihood of success. It is much better to get feedback early in the process so you can adjust focus and priorities as necessary, rather than wait until the end. If you have any questions along the way, please reach out at any time.
- Team members: You may work in teams of one, two or three (post on the course website or let me know if you need help finding a partner). Please include contact information for all team members along with a rough segmentation of the work each member is planning to do.
- Project title: A brief sentence describing your project. You may change this later as the project evolves.
- Project proposal: A few paragraphs summarizing your project, including:
The proposal should be between 250 - 500 words and may be revised as the project evolves.
- The goal you are trying to achieve.
- Motivation behind achieving that goal.
- How you plan to achieve that goal.
- How you will measure whether you have achieved your goal or not.