Quant
Exploring the market's hardest problems.
Quant Team
The Quant Team focuses on the quantitative aspects of finance. We critically engage with financial markets by exploring statistical models, derivatives pricing, and algorithmic trading strategies. Members develop coding and data analysis skills to create and test financial models on market data.
Key Activities
- Regular Learning Sessions
- Playing Market Games
- Discussing Brainteasers and Puzzles
- Participation in Quant Competitions
Our Projects
Quant Competition WS 25/26
As one of our key projects for this semester, the Quant Team hosts its own internal Quant Competition, open exclusively to members of our group. By joining our group, you can participate individually or in pairs of two. No prior knowledge of financial markets or trading algorithms is required. Everything you need to know will be taught during our in-person Kickoff session.
How it works
In the competition, you’ll receive synthetic price data and your goal will be to develop a trading algorithm that exploits patterns in the data. After the kickoff, we’ll periodically release new time series for you to use as training sets, giving you 2 to 5 weeks between rounds to refine your strategy. On the evaluation date, your algorithm will be tested on unseen data, and the team achieving the highest Sharpe ratio across all evaluation periods will be crowned the winner. Prizes will be announced at the kickoff!
Key Dates
Kickoff
Evaluation 1
Evaluation 2
Evaluation 3
Final Evaluation
Organized by Jonathan Willert and Mathis Makarski.
Regular Learning Sessions
During the semester, Quant Team members will select a topic to present in our regular meetings in teams of two. The presentations can be in any format of your choice like slides or plots from a jupyter notebook. These learning sessions are held every 1–2 weeks, either in person or in a hybrid format, and attendance is expected from all members. This is your opportunity to dive deep into a topic of your choice and share your insights with the rest of the group. No prior knowledge is required, members from all backgrounds and experience levels are welcome. Teams will be formed during the kickoff, and throughout the semester, you'll have time to research, learn, and prepare a presentation that helps the entire group grow.
Previous Topics
- Mean-Variance Portfolio Optimization
- Fundamental Factor Models
- Options Pricing with Black-Scholes
- Risk Management Techniques