Sunday, 3 April 2011

Week 5 Update

This week I attended the meeting with an investment bank employee regarding Algorithmic Trading. It turned out the content of the meeting was insufficient for my purposes and further meetings were organized.

Sanjay Chawla gave me the following book to read "Empirical Market Microstructure: The institutions, economics, econometrics of securities trading" by Joel Hasbrouck.

I started to write up my project proposal.

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