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Active Projects:
High-Frequency Market Making
Pairs Trading Research
Mutual Fund Analysis
Trading with Neural Networks
Portfolio Optimization
Market Microstructure
Backlog:
Completed:
Prosperity Trading Competition
Optiver Ready Trader Go Competition
Systematic Trading Strategies
Manifold Trading Competition
ESG: Automated Scoring using Machine Learning Systems
Pricing Power Perpetual Derivatives
Idea Board:
Project Idea Board