Designing a Trading Robot that Implements Derivatives Strategies on the Market

This project for third-year Applied Mathematics students of ECP is about creating a series of trading robots that will trade different strategies that exist in a trading room. For confidentiality reasons, we can not mention them here, however, the aim will be to understand the quintessence of each trading style in the derivatives universe and create a robot that mimicks the trading style of a human trader. Trading strategies covered will include merger arbitrage, volatility trading and other strategies. Download pdf for detailed offer.

algo_trading2.pdf — PDF document, 72Kb