2018  •   Computer and Information Sciences

Arbitrage Opportunities in Exchange-Traded Funds

Lead Presenter: Nathan Kotler

Additional Presenters: Brian Phillips

PI: Nathan Kotler

Faculty Advisor: David Massey



Despite the onset of high-frequency trading and the increasingly quantitative nature of investing, inefficiencies still exist in the global financial markets. Our research utilizes large data sets, advanced machine learning, and human insight to uncover such inefficiencies, with an emphasis on highly leveraged exchange-traded funds (ETFs). We then exploit these inefficiencies by using a net-zero market exposure arbitrage strategy on our proprietary algorithmic trading platform to execute short-term, consistently profitable trades.

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