Season : Challenge Data 2018

From 16/11/2017 to 27/12/2018

Challenge : Volatility prediction in financial markets
By CFM

Description

Volatility prediction in financial markets

Use past volatilities and price changes of financial instruments to predict future volatility and control the risk of financial portfolios

Community forum for sharing ideas and making faster progress:

http://datachallenge.cfm.fr/

Additional information can also be found on this forum and after registering on the Challenge Data website.

A video presentation of the challenge at Collège de France is available at: https://www.college-de-france.fr/site/stephane-mallat/Prediction-de-volatilite-de-marches-financiers-par-CFM.htm (in French).

 

Partner

CFM
CFM

Founded in 1991, CFM is specialized in developing trading strategies based on a global and quantitative approach to financial markets. CFM's methodology relies on the in-depth statistical analysis and the modelization of terabytes of financial data for asset allocation, trading decisions and order execution. Research in the statistical properties of financial instruments and the development of systematic trading strategies are carried out at CFM by a team of Ph.D's, most of them former physicists from prestigious international institutions, and a team of IT and Data specialists. In addition to carrying out research on new strategies, CFM researchers contribute to the advancement of knowledge in finance and economics and regularly publish academic articles. This research work, combined with 25 years of market experience and cutting-edge technology, allows CFM to create original, state-of-the-art trading strategies and to adapt these further as markets continuously evolve. CFM's trading strategies can be characterized as highly systematic and disciplined, enveloped by a rigorous risk control system.

Information