Be part of developing real systematic trading strategies
Educate
Our main goal is to provide our members with the education needed to be successful in quantitative trading. We provide an in-depth training curriculum which focuses on interdisciplinary subjects including finance, statistics, math, and programming. Once members have completed training, they gain real experience researching trading signals and developing software to be used by the team.
Develop
We are always looking for talented coders and developers because a large part of the work we do involves writing proprietary software to aid in our research process. This includes maintaining and expanding our database system which manages our various datasets with API functionality for ease-of-use in our research process. The team also develops infrastructure for backtesting trading strategies, calculating performance metrics, and producing useful visualizations. These tools allow our researchers to quickly test ideas and find profitable strategies.
Research
The other key component of our team involves learning to efficiently conduct research and creating trading strategies for our portfolio pool. Using our research platform, our team’s researchers use data-driven models to find profitable trading signals. Members employ many techniques from modern quantitative finance in creating their strategies. Areas of research include momentum, reversion, rotation, multi-factor models, as well as more advanced models that utilize machine learning to discover more complex features.
Investment Philosophy
The quantitative team manages a long-short equity portfolio, aiming to achieve above average risk-adjusted returns. The trading signals researched by the team’s analysts are added to a pool which is managed by the portfolio managers. The portfolio managers combine a selection of these signals to be used in the live portfolio. Our infrastructure also allows us to actively adjust our risk and diversification targets.