selecting PhD topic

[noisy]

Hi I am just beginning my PhD in a few months, and still I am think about the main topic. I want to do it in high frequency trading, but I want to focus it depply, like order book or stadistical arbitrage.

I would like to know if somebody has any idea or can give some clue about the main topics that It is now on fashion in the big Universities.

I would like to now some links where I can read some Thesis and focus mine.

Many thanks.
Robbert.

 

[Andy Nguyen]

http://quant.stackexchange.com/
Plenty of interesting questions for research idea.
Just a note of caution: what is fashionable now may not be so when you graduate. I can imagine the number of job opportunities for PhD who did thesis in mortgage-backed securities the past few years.
Market is changing faster than you have time to write a thesis.

 

[noisy]

Yes that is true, I would to do it in High frequency strategies and its robustnes to use it in trading, or try to open the range to stadistical arbitrage or pure arbitrage trading.

The only thing is the resource and data to do it. Somebody know some place where can give some tick data to do your PhD.

Many thanks.

 

[Joy Pathak]

Since when did PhD topics become the choice of the student... lol

 

[noisy]

I am from Spain, and the high frequency trading is no common here, then that is the reason that I can select it, becasue I wanted to investigate in one thing that is unknow here...

 

[Andy Nguyen]

The only thing is the resource and data to do it. Somebody know some place where can give some tick data to do your PhD.

I have a list on SE of data sources http://quant.stackexchange.com/questions/141/what-data-sources-are-available-online/

If you ask nicely, some people here may help you with data for your PhD research. It has happened in the past few times.

 

[noisy]

Thank you very much for the advice... I will try in the forum, It is dificult to find some data...
Many thanks I will ask here in the forum in the next conversation.
Robert