Student Work
Bank of America Algorithmic Trading Analysis
Öffentlich DepositedThe Algorithmic Trading Analysis project focused on analysis of daily trading data for Banc of America Securities. The purpose of this MQP was to examine executions on each one of the venues that the firm is connected to in order to help the firm increase execution hit rates and control daily trading volume spikes. Concurrently, the MQP team monitored the performance of a new algorithm, called the Dark Algo. The success of the reporting and analysis spurred the development of an automated excel report. This tool was presented to the Algorithmic Trading group, allowing the group's members to observe executions patterns even after the end of the MQP project.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- E-project-011409-224445
- Advisor
- Year
- 2009
- Center
- Sponsor
- Date created
- 2009-01-14
- Resource type
- Major
- Source
- E-project-011409-224445
- Rights statement
- Zuletzt geändert
- 2023-11-01
Beziehungen
- In Collection:
Objekte
Permanent link to this page: https://digital.wpi.edu/show/zc77sv201