Identifying Arbitrage in the Oil Market

Bogdan-Remus Pintilie

2024

Summary

This is an interdisciplinary project requiring knowledge of computer science, statistics, mathematics, and economics. The project demonstrates how machine learning, statistical techniques, and mathematical programming can be applied in trading oil futures and derivatives. The main idea to be communicated is how each supports the project's aim.

The aim is to identify and exploit price inefficiencies in the oil market. The project will rely on Python as the primary programming language, Bloomberg Terminal as the data collection source, and GitHub as the code storage platform.

A high-quality piece of research covering all of the project's steps, including the result, will be accessible after the project's end. Seasoned guests will also critique the work carried out as part of the project during a podcast, so stay tuned for it.

Assets