Project Description
Partner: BP Wealth
Domains: Quantitative Trading
Project Overview: This project aims to develop trading alphas specifically for the Indian and US equity markets, focusing on medium to high-frequency trading strategies. Our objective is to create and test these alphas to enhance trading performance.
Work Description
Roles: 5
Stipend: Paid project
Project Duration: 1 Month (plus possible extension)
Work Overview:
- Research out market-specific trading factors and existing strategies.
- Design and implement the quantitative trading alphas based on identified factors.
- Backtest the developed alphas using historical market data to evaluate and optimize performance.
- Assist in minimizing delays in trade execution for high-speed trading environments.
- Assist in the deployment of developed alphas.
Skills Learned
Quantitative Trading Strategies
Data Analysis and Preprocessing
Backtesting and Performance Evaluation
Qualifications Required
Experience: Prior experience in Python for quantitative analysis is appreciated.
Year of study: Second year or above.
How to Apply?
Submission link: https://forms.gle/8r4s1jH1mYrgsRZbA
Deadline: 11:59 PM, 13th June, 2024
To enroll for the project, you must fill out the form above. For further credit, you can attempt and submit the assignment below to the best of your abilities, taking the aid of any tools online. We will contact you personally if you are shortlisted for the interview.
(Optional) Assignment
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Resources:
Dataset - https://drive.google.com/drive/folders/16axvSf2EcE54KH1VIrzoOX-O72tiHFpP?usp=sharing