Project Teams

Competition

Each year our project teams research, build, and trade a quantitative strategy — read their research papers below.

Binomial Pricing

🏆 Winner

Led by Adam Baldesarra

Research Paper ↗

Equities Hedged

Research Paper ↗

Intraday Volatility

Research Paper ↗

Macro Regime

Research Paper ↗

Pairs Trading

Research Paper ↗