Dissertation topic advice

I'm deciding an interesting topic for my dissertation, and would like to know your thoughts/advices. Disclaimer: I'm doing a quant MSc that involves finance and energy, and want to end up working in Trading/CTA/HF/AM

The topics that I have in mind now are:

1 something related to weather option pricing and montecarlo (little material about and more actuarial work due to insurance policies I guess)

2 something related to volatility in crude and gas using GARCH and neural networks

3 maybe something related to statistical arbitrage / pairs trading

In both I'm going to use Python/MATLAB to justify assumptions & other things Any input would be highly appreciate I want to write a dissertation that could boost my profile in terms of quant skills/research, and maybe help me also to land a job in global markets..

Thanks a lot!

2 Comments
 

Hey BrianHunter, sorry about the delay, but are any of these useful:

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  • Dissertation topic- WM Hello, I would really appreciate if someone could suggest any good topics for dissertation related ... to Wealth Management. Thank you in advance! dissertation wealth management ...
  • Real Estate Dissertation / Help from professional writing a thesis on the following subject: "The impact of the economic conjuncture/environment on ...
  • Bachelor Thesis subject, making it too complex? bachelor I need to write a thesis about any subject or field I like before the end of the year ... topic. Even though nothing too in-depth material hasn't been treated, I have read a lot about it in ... my free time. However, even though I really want to grasp the nettle with the private equity subject ...
  • Various Questions From Various Subjects First off, let me apologize for the vague forum topic. I had a couple of questions that ... I don't feel need to be addressed in separate topics. That being said, my questions are: Do most BB firms ...
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Hope that helps.

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