A thesis on algorithmic trading
So I decided to write my undergrad thesis on algo trading. I am however struggling to zero in on a specific topic that would be interesting for me to research while also not being overly complicated as algo trading often gets. I have a background in machine learning, so I'm comfortable with theory, but nothing too advanced, beyond the basic algorithm structures (SVM, random forest, etc.)
All ideas I have are either too broad or would require a service like Refinitiv or Bloomberg, which I don't have access to because of the lockdown, which is why I am struggling.
I'd be extremely happy to hear any ideas or suggestions you might have. Every thought is welcome. Thanks in advance!
Well, what part of technical analysis interests you the most? I'm not an expert on the subject, but wouldn't algorithmic trading just be programs that implement technical analysis strategies? Pick your favorite momentum strategy and write a Python script that implements it, and boom. "Algorithmic trading."
If you are talking about algo trading in terms of market making and order matching instead of an algorithm built by a quant fund to pick stocks, maybe you could think about how dark pools affect drastic momentum swings in stock prices. Just a idea (don't know if you can do a whole thesis on it) but what you think?
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