1. Quant Group 1 Brandon Ngiam

2. My Background Computational Finance Have experience with a personal brokerage account Interned at a prop shop dealing with Futures and Options last summer

3. 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

4. Basics Basics of trading - Price action; Bid – Ask; Market Depth Products + Players Different approaches to trading – Fundamental; Technical; Quantitative; Hybrid

5. Market knowledge Market Discussion – Focused on the Euro debt problems – Taking it a step further – Important for job interviews (banks)

6. Derivatives Basics/ General Idea (No arbitrage pricing) Black – Scholes Focus on working knowledge; not derivation Commonly asked during interviews

7. Back testing Deliverable Secondary objective (won’t spend much time on it) Readings (Quantitative Trading)

8. How this will be done Weekly/Fortnightly Meetings Emails Assigned reading/articles

9. Contact Info Email : bjn@andrew.cmu.edubjn@andrew.cmu.edu