UROP Project
Quantitative trading in the US stock market
trading, stocks, markets, finance, AI
Research Mentor: Ahmer Nadeem Khan,
Department, College, Affiliation: Department of Mathematics, Arts and Sciences
Contact Email: ak24a@fsu.edu
Research Assistant Supervisor (if different from mentor):
Research Assistant Supervisor Email:
Faculty Collaborators:
Faculty Collaborators Email:
Department, College, Affiliation: Department of Mathematics, Arts and Sciences
Contact Email: ak24a@fsu.edu
Research Assistant Supervisor (if different from mentor):
Research Assistant Supervisor Email:
Faculty Collaborators:
Faculty Collaborators Email:
Looking for Research Assistants: Yes
Number of Research Assistants: 2
Relevant Majors: Preferred majors: Mathematics, Physics, Engineering, Computer Science, AI, Statistics, Data Science, Economics, Finance.
Project Location: On FSU Main Campus
Research Assistant Transportation Required: Remote or In-person: In-person
Approximate Weekly Hours: 5-10, Flexible schedule (Combination of business and outside of business. TBD between student and research mentor.)
Roundtable Times and Zoom Link:
Number of Research Assistants: 2
Relevant Majors: Preferred majors: Mathematics, Physics, Engineering, Computer Science, AI, Statistics, Data Science, Economics, Finance.
Project Location: On FSU Main Campus
Research Assistant Transportation Required: Remote or In-person: In-person
Approximate Weekly Hours: 5-10, Flexible schedule (Combination of business and outside of business. TBD between student and research mentor.)
Roundtable Times and Zoom Link:
- Day: Monday, August 31
Start Time: 12:30
End Time: 1:30
Zoom Link: https://us04web.zoom.us/j/7267612300?pwd=MHdIODZzTmM0T3FBMnRmN0kzcWVjdz09
Project Description
The project will explore different quantitative trading techniques that are used by hedge funds and proprietary trading firms, primarily in the equities or derivatives market in the US. Examples of such techniques include market-making, statistical arbitrage, and high-frequency trading. The project will explore these ideas theoretically and also investigate them by back-testing on historical data. A main goal will be formulating new and interesting ideas, e.g. using AI and LLMs, for profitable trading strategies by identifying patterns and building mathematical and statistical models. The project will be useful to students that are interested in the quantitative finance industry (e.g. investment banks, hedge funds, trading firms).Research Tasks: Literature review, independent research, data analysis, python coding, presentations, project write-ups.
Skills that research assistant(s) may need: Required: Calculus, Linear Algebra and Statistics/Probability.
Recommended: Python or other coding languages (can be LLM-assisted).
No finance background or knowledge is required.
Mentoring Philosophy
My mentoring philosophy is one that prioritizes the learning and intellectual growth of the mentee, in a manner that is interactive, promotes ownership and independence, and is based on mutual respect and understanding. I want to build an environment where a mentee feels safe to communicate their ideas, question freely, and contribute to work that is valuable and that they can be proud of. Mentorship has been important to me in my own education, through my undergraduate and graduate advisors, and it inspired me to have the passion I now have for my work, and in particular, for mathematics. Through this project, I want to introduce students to new ideas, interests, and even careers that they may have never thought about, in a way that I wish someone had introduced them to me when I was an undergraduate! I wish to promote intellectual curiosity and a drive for constant learning and growth, since these are valuable skills in any career, especially academic research.Additional Information
My PhD research concerns quantitative finance, specifically statistical models, portfolio optimization, and machine learning. Please refer to my website or LinkedIn page for more information.Website: https://ahmernadeem.com/
LinkedIn: https://www.linkedin.com/in/ahmerkhan1/