This research group is to be activated under a new name: Portfolio Optimisation and Management and its main area, "Quantitative Trading" will be an ongoing project of the newly established research group or lab. For details, for the time being, see the dedicated website on

https://ougur.iam.metu.edu.tr/philomath/groups/pom/ 

as well as information on how to be a member of the group, and possibly for other research groups or labs at PhiloMath in general.

AlgoTr research group was established in 2018 at Institute of Applied Mathematics, Middle East Technical University with the objective of enhancing multidisciplinary research focusing on financial markets, quantitative modelling and financial risk management. We are working on constructing mini-modules to solve different problems in quantitative finance by using tools from probability, stochastic analysis, optimization, statistics and finance. These mini-modules will be united all-in-one to construct a real-time algorithmic trading prototype.

Specific areas of research includes:

• Machine Learning Algorithms
• Algorithmic and High Frequency Trading
• Risk Management
• Monte Carlo Methods

Projects

• A Real-Time Working Prototype for Algorithmic Trading and Financial Tools

If you are interested to join this research group, please feel free to contact Ömür Uğur at ougur[at]metu.edu.tr (or better see the dedicated website at PhiloMath).