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Hello forum,I'd appreciate any comments and suggestions, especially from the senior members. For my Data Mining class, we have a term project. I'd like to gear it towards something quant-related. I'd really really really appreciate suggestions on cutting-edge topics, ideas, data mining methodologies of choice, anything at all, that would help me find some structure for forecasting reasons. Our group will have access to get data from bloomberg, so large data sets are ok. Anything that any of you quants are interested in knowing, or would like to know whether pattersn exist, but haven't had the time to model, let me know.Thanks,Rafael

There is a very lightweight little book called "The Complete Arbitrage Deskbook," by Stefane Reverre. In it, he works through a number of hypothetical trading ideas. I think it's a terrific place to start. In general, I think you'll have the most fun trying to figure out some "correlation trades."In other words, use your data set to figure out how to trade the stock pair of RD versus SC. (Royal Dutch versus Shell Transport - a classic pseudo arbitrage trade.) Good luck - it should be fun.

Thanks papercut - sounds like a fascinating little book!

Thanks for the book suggestion. It's a relatively inexpensive book, so I will give it a try! Any more specific ideas anyone might have?

hi lover I think u are pursuing MS QCF from GATECH...I have also applied in the same... cud u please tell me around what time does GATECH starts sending the admissions offers..Cud u also tell me about the job prospects of this program as compared to columbia MSFE