Title of your project Edward TSANG MSc Scheme

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

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

Overview <Provide just one or two lines per point below. Don’t feel that you

Overview <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

Problem Statement • Motivation – E. g. Constraints, such as lot size, are not

Problem Statement • 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

My Approach • What techniques are you going to apply? – E. g. Modeling

My Approach • 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. >

Project plan • What you have done so far – E. g. Literature survey?

Project plan • 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?

Notes for students • The primary objective of a presentation is to show that

Notes for students • 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