Description: Page for 24FW TMBA Department of Algorithmic Trading. Including resources, timeline, and other information.
Mentor: Yu-Chen (Abner) Den
Member: 陳采妍、曾順偉、黃彥博、施如恩、林沂萱、劉語安、童思謙
Group Information
- Final Presentation Date: Dec 28th, 2024
- Discuss Time
- Wednesday 21:00 - 22:30: 陳采妍、曾順偉、黃彥博、施如恩、童思謙
- Sunday 22:00 - 23:00: 林沂萱、劉語安
Table of Contents
Timeline
| Date | Topic | Duration | Slides |
|---|---|---|---|
| Sep 29th 21:30 - 22:00 | Introduction, Topic Choosing | 1hr | W1 |
| Oct 13rd 21:00 - 22:00 | Interpretable Machine Learning (I) | 1hr | W3 |
| Oct 13rd 22:00 - 23:00 | Sunday Group Discussion (I) | 1hr | NaN |
| Oct 16th 21:00 - 22:30 | Wednesday Group Discussion (I) | 1hr | NaN |
| Oct 27th 21:00 - 22:00 | Interpretable Machine Learning (II) | 1hr | W5 |
| Oct 27th 22:00 - 23:00 | Sunday Group Discussion (II) | 1hr | NaN |
| Oct 30th 21:00 - 22:30 | Wednesday Group Discussion (II) | 1hr | NaN |
| Nov 10th 22:00 - 23:00 | Sunday Group Discussion (III) | 1hr | NaN |
| Nov 13th 21:00 - 22:30 | Wednesday Group Discussion (III) | 1hr | NaN |
| Nov 17th 21:00 - 22:00 | Interpretable Machine Learning (III) | 1hr | W8 |
| Nov 24th 22:00 - 23:00 | Sunday Group Discussion (IV) | 1hr | NaN |
| Nov 27th 21:00 - 22:30 | Wednesday Group Discussion (IV) | 1hr | NaN |
| Dec 8th 21:00 - 22:00 | Interpretable Machine Learning (IV) | 1hr | W11 |
| Dec 8th 22:00 - 23:00 | Subnday Group Discussion (V) | 1hr | NaN |
| Dec 11th 21:00 - 22:30 | Wednesday Group Discussion (V) | 1hr | NaN |
| Dec 22th 21:00 - 22:00 | Sunday Final Presentation Draft | 1hr | NaN |
| Dec 25th 21:00 - 22:30 | Wednesday Final Presentation Draft | 1hr | NaN |
Project Timeline (We have totally 13 weeks for the project)
- Week 1-3: Introduction, Topic Choosing
- Week 3-9: Strategy / Model development, Paper reproduction
- Week 9-11: Check model / strategy performance, project enhancement, presentation draft
- Week 12 & 13: Presentation revise, Final Presentation
Resources
Python & Engineering
Quant Trading / Finance
Machine Learning / Deep Learning models