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Email: fba.trading.group@gmail.com
Additional Information about FBA
Who we are
i. Overview
We study the field at the intersection of Data Science and application in quantitative finance. We create investment portfolio and it will be applied when we make investment decisions.
In detail, we bring application of practical cutting-edge Data Science technologies into traditional and alternative investment strategies.
As a group, we believe in the power of collective intelligence. We share ideas and analysis, and we fully committed to sharing our research and insights with the world¡¯s investment community.
ii. Data Science and Finance
Analyzing diverse financial data using data analysis technics such as regression, data mining, etc. is not new. It had not been classified as a mainstream in finance yet and there are ample opportunities to explore novel investment strategies.
Along with emerging Data Science, we have strong conviction of developing Alpha generating algorithms.
iii. Our Vision
There is a limit of making alpha from traditional investment strategies using financial data such as stock, bond, derivatives. That is, there is no reason to obsessed with widely used data.
We search for new data. We explore unreleased data from extracting quantitative data from qualitative data.
It takes intense curiosity, craving innovation in research in the global financial markets, their behaviors, drivers, and signals.
iv. FBA Club
FBA Club is subset of FBA Trading Group and Club members are intellectuals who are highly interested in quantitative finance and pursuing careers in Finance industry.
There are diverse goals of FBA Club
1. We educate undergraduates in great details (from basic to advanced level) who are pursuing careers as a quantitative analyst.
2. Before entering Finance industry, we provide people practical analyzing and investment experiences, and offer direct and indirect interaction with people working in the field.
3. We explore exotic and creative investment strategies that are not executed commonly.
FBA Club Members
- Amsterdam Branch (in progress, 4 members)
- Carnegie Mellon Branch (in progress, 2 members)
- Columbia Branch (in progress, 2 members)
- Cornell Branch (in progress, 7 members)
- Korea Branch (58 members)
- Pennsylvania Branch (in progress, 4 members)
- Yale Branch (in progress, 2 members)
FBA Committees
Strategies
Operation
- Recruitment Sector
- Team Management Sector (Team Memos, Monthly Report, etc.)
- External Affair Sector (Club events, Web site, Facebook group, etc.)
Resources
- Education Sector (Educational resources, etc.)
- Archive Sector (Reports by topic, etc.)
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Accounting
Meeting
- Weekly: Team Session
- Monthly: Club Session
FBA Club Training Program
Program Schedule
- Preliminary Session
- First Project
- Intermediate Session
- Second Project
- Advanced Session
- Final Project
Program Details
Preliminary Session
Finance
- Investments [Bodie, Kane, Marcus]
Quantitative Methods
- Quantitative Methods in Finance [Carol Alexander]
Computer Science
- Introduction to Python (e.g., Algorithmic trading using Python)
- Machine Learning [Udacity, Lecture by hunkim]
Intermediate Session
- Options, futures, and other derivatives [John Hull]
- Quantitative Trading [Ernest Chan]
- Reinforcement Learning
- Algorithmic Trading
Advance Session
- Mastering Python for Finance (James Ma Weiming)
- Introduction to C++ for Financial Engineers (Daniel Duffy)
- Introduction to R programming
- Introduction to SAS and SQL
First Project
- Get to know about Momentum Strategies and body out ¡°Applying deep learning to enhance momentum trading strategies in stocks¡±, and finally, we will analyze the results.
Second, and Final Projects are TBA
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