Deep Blue Capital Case

The case will give an impression of the type of research a quantitative trader does at Deep Blue Capital. You will be using market knowledge and statistical tools to create a profitable trading strategy. Your strategy will be tested out-of-sample to see how good the strategy actually is. We will measure the quality of your strategy by the amount of money it makes out-of-sample. Part of the case needs to be solved using Octave, which is similar to Matlab. Prior knowledge of Octave or the stock market is not required. And we encourage you to ask questions during the case. The participants will be placed into groups of three. You score points based on your performance. The group with the most points will win a small prize. The case will be presented in English.

 

Please note that this event is open for BSc-3, BSc-4 and (pre-)master students only.

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