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Published byWillis Reeves Modified over 8 years ago
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Quant Group 1 Brandon Ngiam
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My Background Computational Finance Have experience with a personal brokerage account Interned at a prop shop dealing with Futures and Options last summer
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Goals of my project 1) Learn about markets through the lenses of trading/ Shaping an opinion about the market 2) Derivatives pricing 3) Back-testing
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Basics Basics of trading - Price action; Bid – Ask; Market Depth Products + Players Different approaches to trading – Fundamental; Technical; Quantitative; Hybrid
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Market knowledge Market Discussion – Focused on the Euro debt problems – Taking it a step further – Important for job interviews (banks)
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Derivatives Basics/ General Idea (No arbitrage pricing) Black – Scholes Focus on working knowledge; not derivation Commonly asked during interviews
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Back testing Deliverable Secondary objective (won’t spend much time on it) Readings (Quantitative Trading)
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How this will be done Weekly/Fortnightly Meetings Emails Assigned reading/articles
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Contact Info Email : bjn@andrew.cmu.edubjn@andrew.cmu.edu
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