Quantitative strategies on High Frequency Data
submission of research project – SAMPLE PRESENTATION
Team members: Author nr 1 and Author nr 2
academic year 2019/2020
Approaches undertaken
This part should describe in short what particular methods you used, all entry/exit techniques considered, all additional assumptions.
For each group of assets separately You should also explain WHAT different parameters you considered (e.g. memories of moving averages, types of moving averages, types of volatility measures, memory of volatility measures, types of additional indicators, memories of additional indicators, etc.), what (if any) additional filtering rules you applied.
You should also explain with details HOW you searched for the best combination of parameters for a particular group of assets.
Finally selected strategy for group 2
Provide a general summary (approach and a set of final parameters) for assets from group 2. (e.g. momentum strategy, cross over of two exponential moving averages EMA10 and EMA60 - if DIFFERENT strategy used for each asset, you should explain EACH separately.).
