Quant Investing/Trading

Fotios Harmantzis, Jan. 18, 2008

Algorithmic trading is becoming popular among proprietary trading desks and hedge funds. Graduates majored in math/stats/cs/engineering are hired to research and develop algos and investment strategies at different frequencies (from monthly to intra-day), and styles e.g., statistical arbitrage, CTAs/FX trading, Long/Short equities etc.

The research projects will exploit anomalies in different asset classes and will include research (reading of main academic papers), implementation (in your favorite programming language, e.g., Java, C++, MATLAB, R), and testing. The end product should be ready to be traded live by yourself (have faith into it).

Examples of areas/domains that can be:

• Wavelets
• Compression algorithms
• Machine Learning
• AI
• Kalman Filtering
• Time Series Analysis
• High Frequency Algos
• Optimization techniques
• Etc.

Contact: Fotios.Harmantzis@stevens.edu