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The University of Southampton
Centre for Risk ResearchOur Impact

State-of-the-art quantitative analysis of financial traders' decisions

In 2014, we were awarded £87,700 by EPSRC and London Capital Group, a global spread trading broker business, based in London. The project aims to examine new ways of managing risk in financial markets via state-of-the-art quantitative analysis of financial traders’ decisions.

One of the project funders
One of the project funders

The project is funding a PhD student, Yaodong Yang, and is examining the scope for developing innovative ways of: (i) developing and employing advanced statistical, econometric and machine learning techniques to better understand the trading behaviour of individuals in financial spread trading markets and (ii) developing means by which trading and market conditions data can be combined to produce real-time predictions of directions and volumes of trading activity. The project offers the prospect of developing approaches that can enhance the competitiveness of UK financial trading companies, gaining new insights into trading behaviour and examining new approaches to the real time analysis of Big data.

The principle investigator for the project is Ming-Chien (Vanessa) Sung and the co-investigators are Professor Johnnie Johnson and Dr. Tiejun Ma.

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