Season : Challenge Data 2015-2016

From 21/10/2015 to 01/07/2016

Challenge : Prediction of transaction volumes in financial markets
By CFM


Description


Prediction of transaction volumes in financial markets

Use past traded volumes of financial instruments to predict future traded quantities and optimize trading execution

 

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