CUATS Coding Session: Expected Return Predictability Using Machine Learning

Cambridge University Algorithmic Trading Society (CUATS)https://cuats.co.uk

Cambridge University Algorithmic Trading Society

CUATS will be holding a series of Coding Sessions throughout the academic year 2025/2026 to learn about algorithmic trading

Eastwood Room, The Postdoc Centre

Event DetailIn this Coding Session, we'll demonstrate the use of machine learning techniques to predict options returns. We can then identify mispriced options and take advantage of them in profitable trading strategies.The trading strategies, their respective reference papers, and redacted code exercises are available on the CUATS website under Resources:<a href="https://cuats.co.uk" title="https://cuats.co.uk" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">https://cuats.co.uk</a>You will need to register a CUATS account by clicking the 'Join the Society' on the front page to obtain access to the password protected Resources page.The aim is to complete the missing bits in the redacted code, backtest the strategy with historical data, and think of possible ways to improve the strategy before the Coding Session. During the session, we will go through the solution and explore any modifications/improvements. Important Pre-requisitesPlease bring a laptop and register an account on QuantConnect (<a href="https://www.quantconnect.com/" title="https://www.quantconnect.com/" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">https://www.quantconnect.com/</a>) and explore the Tutorials and BootCamp series online (<a href="https://www.quantconnect.com/learning" title="https://www.quantconnect.com/learning" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">https://www.quantconnect.com/learning</a>).This is a live, in-person demonstration and you will derive the most benefit from the session by having your computer ready and familiarising yourself with the platform beforehand.NB The CUATS Coding Sessions are intended for currently enrolled students at the University of Cambridge.NB To reach the Eastwood Room of the Postdoc Centre, enter the building and go to the basement, pass through three sets of doors (which will be propped open), and veer to the left where the sign to the room is displayed.<a href="https://map.cam.ac.uk/?maplon=0.11678&amp;maplat=52.20181&amp;mapzoom=19.000000000000004&amp;maplayers=Building+Labels%2CExternal+Sites%2CColleges%2CUniversity+Sites%2CBuildings%2CCar+Parks%2CTransport&amp;mapfeature=mfid1348%2CBuildings" title="https://map.cam.ac.uk/?maplon=0.11678&amp;maplat=52.20181&amp;mapzoom=19.000000000000004&amp;maplayers=Building+Labels%2CExternal+Sites%2CColleges%2CUniversity+Sites%2CBuildings%2CCar+Parks%2CTransport&amp;mapfeature=mfid1348%2CBuildings" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">https://map.cam.ac.uk/?maplon=0.11678&amp;maplat=52.20181&amp;mapzoom=19.000000000000004&amp;maplayers=Building+Labels%2CExternal+Sites%2CColleges%2CUniversity+Sites%2CBuildings%2CCar+Parks%2CTransport&amp;mapfeature=mfid1348%2CBuildings</a>

CUATS Coding Session: Expected Return Predictability Using Machine Learning

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CUATS Coding Session: Expected Return Predictability Using Machine Learning

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