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Hackathon_Ostrum

Finance Game Ostrum Asset Management

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A One-night Hackathon from Friday 14th to Saturday 15th, we work on the subject of signals and investment strategies. The theme of the day was to reproduce a research paper and especially to find an extension/innovation to this paper, papers that were problems that Ostrum Asset Management was facing.
My team and I worked on the topic: "Implied volatility directional Forecasting: a machine Learning approach".
It is with great pride that I announce the victory of our team on this subject, I thank my team who did not sleep all night and worked tirelessly to deliver a superb project in so little time.
I want to thank them Ayoub Ammy-Driss Louis Briens and Anna Shevchuk, a really hard working team and I hope to win other hackathon with you.

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