Research Studio Algorithms – Research Plan

Goals:
- Have a greater understanding of High Frequency Trading Algorithms
- Research methods of analyzing financial data with models used for weather, natural occurring patterns
- Triple Canopy article on High Frequency Geography – whether that’s the co-location angle, or new nature angle TBD
- Analyze Bloomberg API in realtime – make my own algorithm

Week1
Start Research High Frequency Trading at Bobst / Courant

Week2
- Start writing Literature Review, compiling sources

Week3
- Write timeline
- Finish writing Literature Review
- Write Triple Canopy proposal

Week4
- Get Bloomberg API working in Java
- Read through Developer’s Guide
- Determine which data is most important

Week5
- Use historical financial data to create perlin noise 2D images
- Extrude 2D images into 3D
- Determine how realtime financial data should affect 3D datascape

Week6
- Investigate making docs or a processing wrapper for Bloomberg API
- Research stochastic and chaotic models for financial data
- Research value – distance – speed data for colocation

Week7
- Make documentation or wrapper for Bloomberg API in processing
- Begin visualizing stochastic and chaotic models for financial data
- Finalize topic

Week8
- Final Topic is due
- Continue researching natural and financial visualization models
- Asses success of stochastic and chaotic models for financial data

Week9
- Begin writing research paper
- Finish coding data analysis

Week10
- Present rough draft of research paper
- Finalize data models

Week11
- Write research paper

Week12
- Bring questions and problems to class

Week13
- Finish research paper

Week14
- Present project