Tomorrow's talent in quantitative finance, algorithmic trading, and data science.
Students research, build, and test systematic strategies across equities, rates, credit, options, and energy.
- Portfolios this year
- 7
- Papers published in 2025-2026
- 5
- Industry partners
- 5
Research and Portfolios
Members design, build, and run live quantitative strategies across equities, rates, credit, options, and energy, and publish the results.
Published Research
Each project team publishes a research paper on its strategy. The 2025-2026 competition winner was Binomial Pricing.
Read paper (PDF) (opens in new tab)From Price Mispricing to Volatility Surface Arbitrage: A CRR Binomial Framework for Delta-Neutral Options Research
Read paper (PDF) (opens in new tab)A Dual-Layer, Consensus-Based, Multi-Factor Framework for Market-Neutral Long/Short Equity Investing
Read paper (PDF) (opens in new tab)Intraday Volatility Monitor Report
Read paper (PDF) (opens in new tab)Macro Regime–Based Asset Rotation: A Multi-Asset Strategy Using Economic Regime Classification and Walk-Forward Optimization
Read paper (PDF) (opens in new tab)Transient Pair Discovery Using Unsupervised Clustering Methods
Curriculum
Coverage of asset classes and strategy types, coding and problem solving, and the infrastructure behind a strategy, from data to automation. Grounded in math and probability, with Green Book problems and market-making games, and taught alongside portfolio work.
2026–2027
Portfolios
7 desks, each with its own thesis, data, and tooling.
Our Partners
Partnerships
QUANTT works with Ontario Teachers' Pension Plan, Picton Investments, National Bank of Canada, Connor, Clark & Lunn, and QuantConnect. We welcome new partners for the 2026–2027 year.
Explore Partnerships