This weekend KU’s ACM Chapter will be heading to University of Illinois to be apart of HackIllinois, our Chapter’s first hackathon off of campus. I was talking with my bud Omar (Ph.D. Student and Senior Design T.A.), and we just started work on an algorithmic trading platform that implements some elements of his thesis work. I am going to work on feature engineering and developing the model over the weekend to do a preliminary test-run at the end of the event. I must keep things on the hush-hush until we know what is worth open-sourcing and what needs to be kept undisclosed.
To do the back testing and model comparison to historical markets, I will be placing the model on Quantopian. If I am truly a genius, it will have brilliant returns on the first test-run. But I know better…
Updates to come!