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LINC TQR: Presentation of research with OQAM and Valid Alpha
March 24, 2021 @ 3:00 pm - 6:00 pm
Interested in learning more about quantitative finance?
On Wednesday the 24th of March at 15:00 (plus academic quarter), the Trading and Quantitative Research team (TQR) within LINC’s R&A will present their research projects. The research has been performed in collaboration with two Malmö-based companies, OQAM – a quantamental asset management company running the hedge fund “ia” (oqam.se), and Valid Alpha – an AI-driven proprietary trading firm specialized in high frequency trading (validalpha.ai).
Six project groups will each present for 15 minutes, and then answer questions from both the firms and the audience for about 10 minutes. These projects are:
– Alternative Data, using different non-financial time series to try predicting stock prices and testing strategies based on their findings
– Asset Allocation, using machine learning to try predicting drawdowns in the stock market and allocate between different asset classes
– Breakouts, analyzing breakout patterns in the FX markets and testing strategies including a dynamic trend overlay
– Double tops, analyzing double top and double bottom patterns in the FX markets, testing and comparing various strategies built on these patterns
– ESG, building a framework and a model for quantifying environmental risks, and using this to rate large public Swedish companies
– Harmonics, analyzing harmonic patterns in the FX markets, testing various parameterizations and strategies that utilize these patterns
– Alternative Data, using different non-financial time series to try predicting stock prices and testing strategies based on their findings
– Asset Allocation, using machine learning to try predicting drawdowns in the stock market and allocate between different asset classes
– Breakouts, analyzing breakout patterns in the FX markets and testing strategies including a dynamic trend overlay
– Double tops, analyzing double top and double bottom patterns in the FX markets, testing and comparing various strategies built on these patterns
– ESG, building a framework and a model for quantifying environmental risks, and using this to rate large public Swedish companies
– Harmonics, analyzing harmonic patterns in the FX markets, testing various parameterizations and strategies that utilize these patterns
The presentations will be done via zoom, with the link:
This event is a great way for you to get to know the field of quantitative finance, and what it is like being a part of TQR. TQR is open for all students at Lund University, currently with members from business, economics and informatics, as well as LTH and the science faculties. The projects and research apply the powerful tools of programming and data science to tackle hard and interesting problems within finance. A new set of projects will start in the autumn, so make sure to follow the LINC and LINC-STEM page here on facebook to stay updated and receive all the relevant information.
Hope to see you there!