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Algo Senior Project Suggestions

Posted: December 20th, 2012, 3:45 am
by RMFin
Hi all,I'm in a somewhat unusual predicament. I'm a student in my final year at the University of California Santa Barbara and my major is Computer Science. In CS we have an optional senior project which involves companies presenting projects they need completed, either as a proof of concept or production-grade system. Each year big name tech companies (Microsoft and the like) come in and present their projects. Groups of 4-5 students each choose which project they like the most and work for 5-6 months to complete it.The option has always been open for teams to find/invite a not-already-participating company to provide them a project. I've always had an interest in algorithmic trading / quantitative finance and felt my love of low-level efficient programming would suite the industry well. I have a bit of experience trading and studying finance/economics as a hobby, one of my partners is a talented physics/CS double major with similar aspirations and the other two are highly competent and interested programmers (CS majors).We've attempted to send emails out to various firms which engage in algorithmic trading and may have related projects but the responses so far have been sparse and disappointing (this was somewhat expected, the industry is quite secretive and hard to break into from my understanding). We don't mind doing a project for a start-up as long as the task is relevant to our interests, we're looking for experience and receive no compensation (I believe the school requires a small fee to keep the project going, but other than that, companies have nothing to lose).Since we're running out of ideas and contacts, I'm posting here to ask if anyone has any ideas or suggestions moving forward? Thanks in advance for any helpful replies.PS: Err, 'Careers' seemed the most appropriate forum for this so hopefully it's alright I've posted it here.

Algo Senior Project Suggestions

Posted: December 20th, 2012, 9:14 am
by MattF
You've left it too late now surely? Assuming you all want to graduate this summer. I would have thought the realistic deadline for this sort of project was getting something agreed before Xmas. Sorry that's not helpful.

Algo Senior Project Suggestions

Posted: December 20th, 2012, 11:55 am
by ArthurDent
Interactive Brokers has an annual trading competition using their API, so they may be slightly more receptive to this than the typical super secretive hedge fund.

Algo Senior Project Suggestions

Posted: December 20th, 2012, 12:43 pm
by AndyNguyen
Interactive Brokers Trading Olympiad was cancelled in 2010They now have API lab for students to use but your teacher would need to make a request for you.

Algo Senior Project Suggestions

Posted: December 20th, 2012, 8:10 pm
by iank
You might ask Edward O. Thorp (http://edwardothorp.com/index.html). Dr. Thorp is one of the great quantitative traders of all time, along with being a brilliant quant. He also used to be a professor (at UC Irvine). So he might be willing to suggest something. I do not, however, have his email address. If nothing else, his web site has some really interesting material, including a number of articles published in the Wilmott magazine.

Algo Senior Project Suggestions

Posted: December 21st, 2012, 2:49 am
by RMFin
Thanks for the replies everybody.@MattF: The project doesn't begin until the second week of January. We started gathering out info and sending emails in October, before we even knew if we'd get into the 'class' (the project 'class' has an enrollment limitation). Luckily, we all got in. We were ahead of schedule but now things aren't looking so bright.@AndyNguyen: Thanks, this is good information -I've been looking for a free API to play around with. Doesn't help much with the company aspect though, it's required to have a corporate sponsor and that's where our difficulty is.@iank: Interesting, I recognize the view of Newport Beach (neighboring city to Irvine) from his office under the About Me page. I'll try and get in touch with him.

Algo Senior Project Suggestions

Posted: December 30th, 2012, 6:39 pm
by DominicConnor
How low level are you ?At current bleeding edge includes programming NICs, you up for that ?

Algo Senior Project Suggestions

Posted: January 2nd, 2013, 9:16 am
by RMFin
Sorry for not seeing your reply sooner, I wasn't monitoring this thread over the holidays.No experience in programming NICs specifically. If you're talking assembly-level device programming, it's a bit out of our comfort zone but we've some experience in MIPS and basic knowledge of x86. If you're talking C/C++ driver programming, that would be more up our alley.I don't know if you were just making sure I knew what I was getting into or if you had a specific project idea in mind, we're open to hearing it if there is one.