Group Title

1 Alberto Botter Combining Statistical Arbitrage with Regime Switching Models

Christoph Gackstatter submitted Feb 25
Philippe Terrier
Jacopo T Capra

2 Natalia Szadkowski Equity Portfolio Analysis using Technical Indicators

WonJu Sul
Rajesk Shekhar
Ankit Tanwar

3 Alibek Aldangarov Portfolio at the Horizon:IPO's and Distressed Stocks

Alua Baikadamova
Anita Buzingo Shima

4 Ankit Bhuta Index Futures Pair Trading

Pavel Gorduladze
Petr Grischenko

5 Giacomo Puri Purini Value Investing in Global Markets

Jethro Goldsmith
Kevin Guillemot

6 Kaushal Agrawal Risk Analysis of the Greedy Wealth Maximization Algorithm

Godoo Bhandari submitted Feb 25
Joshua Beach

7 Matei Zatreanu Valuation of Distressed Debt Using Quantitative Method

Mijia Yan
Choonho So

8 Nikita Ramchandani Forex Statistical Arbitrage

Jasche Levy
Zouhair Bensouda

9 Sharon Assaf Trend Detection Model

Yingniao Dai
Victor Popa
Peng Zhao

10 Ari Cohen Pairs Trading Strategy on Equities

David Abergel
Achille Moutard

11 Anand Soni Statistical Arbitrage Based Trading Strategy

Archit Khandelwal
Shreyash Priyank
Viren Khatri
12 Tyler Hicks Hedging Strategies in Event-based Portfolio Management
James Kim
Elizabeth Kasser
Dimitry Belyayev

13 Hap Phinney Momentum vs. Mean-reverting Trades

14 Maanuel Oneto Allocation for Fixed Income Portfolios

Rodrigo Santibanez
Nazmi Tarhan

15 Shi Pu Trading Strategy of Stock Index

Quanzhi Liu
Guanda Li

16 Ji Shi Pairs Trading

Hong Ma
Yi Yan
Zhao Wang

17 Yuan-Hao Hsu Fixed Income Arbitrage

Hideaki Yamamoto
Masafumi Kimura
Han-Sheng Peng

18 Ian Erb A Support Vector Machine (SVM) Trading Model

Eunsik Kim
Jinsung Ahn

19 Chao Dai Intraday Stock Index Futures Arbitrage

Ting Hin Siu
Yiwei Yu
Yichen Zhang

20 Thibault Charra The Dead Cat Bounce Effect: Examining and Exploiting the Unique
Amelie Chatelain
Shane O'Neill
Stephanie Chan

21 Ritesh Singh Optimal Trading Strategies

with Regime Switching Models

echnical Indicators

d Distressed Stocks

th Maximization Algorithm

ng Quantitative Method

ng Strategy
ed Portfolio Management

Trading Model

amining and Exploiting the Unique Trajectory of Volatile Stocks