Tasks and Duties
Your task for the first week is to understand and implement basic quantitative models using C++. This task will test your understanding of quantitative models and your ability to implement them in C++. You are expected to write a detailed report on the concepts and the steps taken in implementing the models, which should be submitted as a DOC file. The report should include: an introduction to the chosen quantitative models, explanation of how they work, and the steps taken to implement them in code. Your code should be included as an appendix to your report. The report should be well-structured, with clear headings and sub-headings, and written in a professional manner. Your work will be evaluated based on the depth of your understanding, the complexity of the models implemented, and the quality of your report.
For the second week, your task is to develop a trading strategy based on the quantitative models implemented in Week 1. You should write a detailed report that describes the strategy, the reasoning behind it, and how it can be implemented using C++. The report should also include the code for the implemented strategy. The final deliverable will be a DOC file. The report should be well-structured, with clear headings and sub-headings, and written in a professional manner. The evaluation criteria will be the practicality of the strategy, the reasoning provided, the complexity of the implemented strategy, and the quality of the report.
In Week 3, your task is to backtest the trading strategy developed in Week 2. You should use C++ to write a program that simulates the trading strategy over historical data. The results of the backtest should be analyzed and interpreted in a report. The report should include: the methodology of the backtest, the results, and an interpretation of the results. The final deliverable is a DOC file. The report should be well-structured, with clear headings and sub-headings, and written in a professional manner. The evaluation criteria will be the thoroughness of the backtest, the analysis and interpretation of the results, and the quality of the report.
In the final week, your task is to optimize the trading strategy developed and backtested in the previous weeks. You should use C++ to adjust the parameters of the strategy, with the aim of improving its performance. The results of the optimization should be analyzed and interpreted in a report. The report should include: the methodology of the optimization, the results, and an interpretation of the results. The final deliverable is a DOC file. The report should be well-structured, with clear headings and sub-headings, and written in a professional manner. The evaluation criteria will be the effectiveness of the optimization, the analysis and interpretation of the results, and the quality of the report.