1. Title of your project Edward TSANG MSc Scheme (e.g. Computational Finance) 2015-16

2. <Provide just one or two lines per point below. Don’t feel that you have to fill the page> What the project is about –E.g. Algorithmic trading –E.g. Risk analysis in Chinese markets –E.g. Modeling the oil market with economic agents What is your approach? –E.g. Using directional changes –E.g. Using real high frequency data –E.g. Contrasting the Chinese market with FTSE Why is this project important? –E.g. No one has done it before Other aspects that you want to draw attention to Overview

3. Motivation –E.g. Constraints, such as lot size, are not considered in Markowitz portfolio optimization model –Once constraints are added, it is hard to find optimal portfolios Objectives –E.g. To tackle the constrained portfolio optimization with constraints such as lot size How to measure success –E.g. Results will be compared with XXX in the literature Problem Statement

4. What techniques are you going to apply? –E.g. Modeling real traders’ behaviour –E.g. Monte-Carlo simulation What is special about this approach? –Draw attention to special techniques that you are going to employ –E.g. I am going to use Machine Learning to fine-tune traders’ bahaviour <This is where you score extra marks for merit and distinction Feel free to give more information here.> My Approach

5. What you have done so far –E.g. Literature survey? Programming? Initial Results? Plan to completion –List the steps, e.g. Literature survey, Planning, Programming, Testing, Analysis, Writing Up –How long do you budget for each step? Project plan

6. The primary objective of a presentation is to show that you know what you are doing –Clarity is extremely important –If the audience doesn’t know what you are doing after your presentation, then you have failed The secondary objective of a presentation is to show that your project is special –So that you deserve a distinction or merit There is a temptation to give more information –But giving too much information doesn’t necessarily make your presentation clearer Notes for students