| Proj No. | A1086-251 |
| Title | Design and Development of a Machine Learning Powered Multi-Strategy Trading Bot |
| Summary | The objective of this project is to design and implement a versatile algorithmic trading bot that integrates multiple trading strategies across asset classes such as equities, commodities and exchange traded funds (ETFs), to name a few. This research restricts our assets to those that are big and liquid. Traditional models will be enhanced by modern machine learning and AI methods. The bot will serve as a modular framework capable of running different strategies (momentum, mean-reversion, volatility forecasting, cross-sectional factors, and event-drive approaches) either independently or in combination. Each strategy will be benchmarked against traditional baselines, and machine learning will be applied to improve predictive accuracy, execution efficiency, and risk adjusted performance. |
| Supervisor | A/P Wong Jia Yiing, Patricia (Loc:S1 > S1 B1B > S1 B1B 58, Ext: +65 67904219) |
| Co-Supervisor | - |
| RI Co-Supervisor | - |
| Lab | Internet of Things (Loc: S1-B4c-14) |
| Single/Group: | Single |
| Area: | Intelligent Systems and Control Engineering |
| ISP/RI/SMP/SCP?: |