Automate data processing, statistical analysis, and model adaptation for real-time stock returns prediction.

Periwinkle Trading LLC Computer Science/Mathematics, 2023–24

Liaison(s): Scott Smallwood P17
Advisor(s): Weiqing Gu
Students(s): Ryan Butler (TL-S), Rosy Chen (TL -F), Hoang Chu, Henry Hammer, Tommy Lu

As a small quantitative trading company, Periwinkle Trading has limited investors and outside capital. Having limited resources yet access to an enormous amount of continuous time series data, the company is looking for innovative ways to automate the prediction pipeline. Specifically, Periwinkle hopes the Clinic team can demonstrate improvements in data processing, model building and validation tools that are more adaptive to real-time fluctuations in market data.