CS286r
  Project Proposal Guidelines
  Due: Friday, April 4, 2008, 12:00 noon

  Your proposals should be from 2-5 pages in length (no more!).  A project
should be either an in-depth analysis of an interesting question in
finance/economics, or an implementation af a trading strategy on assets   
for which you have (or think you can obtain) appropriate historical data. 
(Note that you might need more than just "last trade" data to correctly  
estimate prices at which you might fill orders.) 

  Please include the following:
  
  1. Title
  2. Team membership (no more than 5 people)
  3. Abstract: the question you are investigating, or the basis for
     your trading strategy
  4. Data sources
  5. Tools you will use: what algorithms, tools, libraries, languages,
     etc. you plan to use in your project
  6. Related research: Readings from class or found on your own related
     to your project.  (Try to include at least four, but there may be   
     some projects for which there isn't much directly related research.)
  
  It is looking unlikely that we'll have a simulated trading account for
those implementing strategies -- instead, we will ask you to submit your
historical data set and reserve part of it for testing your results.
(Make sure you only test your results on "the past".)

  If you need help coming up with an idea, please contact the course
staff.