Location: The University of Hong Kong - Algorithmic Trading Course Final Presentation (Algorithm trading & high frequency trading)
Travel note summary: Invited by Professor Jerome, I came with my colleague H.W. to sit in on the final presentation for the algorithmic trading course at HKU. This was my second time at HKU. The master's class of over 60 students was divided into 6 groups, with all presentations and Q&A in English. I listened to various reports all evening: some used the IB API to implement TWAP, VWAP; there was Fuzzy neural network for prediction, Reinforcement learning, VaR, MDD for risk measurement, HSI futures trading strategies... One group even built a small trading platform in C# for backtesting and trading, complete with UML and full Use Case diagrams. After class, Professor Jerome, a few other invited guests, and I went to a bar near HKU for red wine, food, and conversation. Some were working in big data and A.I., others were traders in Hong Kong's futures industry. Thanks to Professor Jerome for treating us. Finally, I returned to Shenzhen via the 24-hour Huanggang Port. A hectic day, and by the time I wrapped things up, it was 1 a.m. again. Time reall…
