Summer Internship: Join Lykke Research Team
We are looking for talented researchers to join Lykke research team for an internship and work on some of the most exciting projects at the intersection of finance and Blockchain. Three best candidates will be invited to Zurich for a three-month internship (travel & accommodation costs covered by Lykke) during the summer period and will have a unique chance to join the Lykke research team afterwards.
During the internship, researchers will work at Lykke's market making, derivatives pricing, interest rate modelling, margin trading and financial data analysis. The cornerstone of all our work is the ''intrinsic time'' approach. In finance, the definition of time takes its inspiration from classical physics — the time increment is discrete, fixed and ticks with physical time. At first, that framework was not challenged since financial data was scarce and researchers were very lucky to get even a handful of prices. As tick-by-tick data became widely available, it was logical to pose a question how should one define the time that naturally accommodates to financial datasets.
At Lykke, time is defined endogenously and ticks with occurrences of certain market events - the so-called «directional change» framework is an attempt to establish a new paradigm by looking beyond constraints of physical time, constituting an event-driven approach, where patterns emerge fro successions of events. This paradigm was used to observe new, stable patterns called scaling-laws that relate the price overshoots and price reversals.
If you are inspired by what we do and you would like to join our research team for an internship, register for the competition at Lykke Streams.