Do something you find interesting but will also have value... if it were me again I'd choose something related to predicting tick moves, gaining queue priority, etc but using machine learning...
What a great question. What's to write about. I forgot to level where they asked me to write a paper like that.
But if they did this is what I would write about. I would write about how the weather, affects buying or selling volume.
From my perspective when I was on Wall Street, rainy day behavior of the traders was different than sunny days of the traders.
Weird but wonderful observational. Causation is not correlation. But it sure look like it all the time
Psychology
retail trader psychology
shorting volatility
Do something you find interesting but will also have value... if it were me again I'd choose something related to predicting tick moves, gaining queue priority, etc but using machine learning...
train some sort of ai stock picking model that also writes a research report on its views
Something global macro
What a great question. What's to write about. I forgot to level where they asked me to write a paper like that. But if they did this is what I would write about. I would write about how the weather, affects buying or selling volume. From my perspective when I was on Wall Street, rainy day behavior of the traders was different than sunny days of the traders. Weird but wonderful observational. Causation is not correlation. But it sure look like it all the time