fin-engr-project

SYS 4581 Financial Engineering Semester Project

Collaborators

• Tong Qiu (tq7bw@virginia.edu)
• Yagyaansh Goenka (yg6uh@virginia.edu)

Proposal

Google Doc link here

Report Structure

• Abstract
• Introduction (y)
  • Background: cryptocurrency markets are unstable, etc.
  • Objectives: highlight of our task.
• Data Processing (y)
  • Assumptions.
  • Explain how the data is collected / formatted.
• Algorithm (t)
  • Mechanism: graph, etc.
  • Implementation.
• Result & Analysis (t)
  • Negative cycles inside exchanges.
  • Inter-exchange rate for all currencies.
• Conclusion