AFP Topics Covered
Examples of Past AFP Projects:
- Machine Learning for Risk Management in Fixed Income
- The Effects of Macro-Economic Events on Trading Activity and HFT Algorithms
- Twitter Sentiment Analysis
- Deep Learning for Valuation of American and Bermudan Options
- NLP to Interpret Company Reports
- Fair Value Model of Cross-Currency Swaps
- Multi-Factor Models for Global Equity Markets
- Social Impact Fixed-Income Strategies
- Bank Forecast and Credit Modeling Platforms
- Enhanced Portfolio Construction Techniques
- MSR Hedging Strategies
Topics Covered:
- Asset allocation
- Equity quant strategies
- Options and derivatives
- Fixed income
- Returns and earnings prediction
- Credit risk
- Machine learning
- High-frequency trading
- Text-based signals (NLP)
- ESG and social impact
- Cryptocurrencies