Summer Intern Projects

Hi guys, 

I'm going into a summer internship this year and have picked up some coding skills at university this year. I've built a few trading strategies to practice coding and get familiar with financial data but wondered if anyone had any suggested projects from their summer internships? Would be cool to here some other project ideas people have done before I could try and read up on or replicate.

So far I've looked at:

- forecasting oil prices (1w ahead)

- forecasting EURIBOR fixings

- momentum trading

- built a Black-Scholes Pricer to get familiar with the intuition

- Developed a commodities roll strategy (that currently performs horribly lol)

1 Comments
 

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