Info SessionTBDTBD
Introduction to the Quantitative Finance Club
Welcome prospective and new members, introduce the club, and outline what members can expect throughout the semester.
Events
Workshops, guest speaker events, recruiting events, and general meetings for students interested in quantitative finance.
Upcoming
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Financial Markets Primer
An introduction to the instruments, institutions, and participants that shape financial markets.
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Python for Quantitative Finance Workshop
An introduction to Python and Jupyter for analyzing financial data.
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Probability for Quantitative Finance Workshop
An introduction to the probability concepts used in risk, pricing, simulation, and portfolio analysis.
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Returns, Risk, and Volatility Workshop
Move from raw price data to the measures used in empirical financial analysis.
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Journal Club
Learn how to read quantitative finance research critically.
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Portfolio Construction Workshop
Apply expected returns, variance, covariance, and correlation to portfolio construction.
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No-Arbitrage Workshop
Use replication and no-arbitrage reasoning to understand option pricing.
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Why Black–Scholes Works (and Doesn’t)
Derive the Black–Scholes framework from no-arbitrage reasoning and examine why it remains useful despite unrealistic assumptions.
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Market Microstructure Workshop
Examine how markets process orders and why theoretical strategy returns differ from realized trading returns.
RecruitingTBDTBD
Technical Interview Preparation
Prepare for technical interviews across quantitative research, trading, and development roles.
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End-of-Semester Meeting
Close out Fall 2026 with a recap, member presentations, and a preview of what comes next.
Info SessionTBDTBD
Spring Kickoff
Welcome new and returning members and outline the club’s plans for Spring 2027.
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Research Design and Backtesting Workshop
Learn how to construct a backtest that avoids common sources of bias.
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Factor Models
Use factor models to explain returns, measure portfolio exposures, and construct systematic strategies.
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Cross-Sectional Strategies Workshop
Learn how to construct and evaluate a strategy that ranks securities relative to one another at a given point in time.
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Fixed Income Primer
Compare fixed-income instruments, risks, and quantitative relationships with their equity-market counterparts.
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Financial Time-Series Models Workshop
Build and evaluate time-series forecasts for financial data using a walk-forward process.
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Journal Club
Evaluate empirical quantitative finance research with attention to design, evidence, and economic significance.
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Systematic Strategy Development Workshop
Combine earlier material from the semester into a complete, reproducible research pipeline.
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Risk Management
Examine how strategies and portfolios are managed when estimates are unreliable, market relationships change, and model assumptions fail.
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Machine Learning for Finance Workshop
Examine how machine learning can be used in financial research, with an emphasis on validation, baselines, and noisy data.
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Robustness and Performance Evaluation Workshop
Test whether a strategy result is stable, economically meaningful, and likely to persist outside its original backtest.
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End-of-Semester Meeting
Close out Spring 2027 with a recap, member presentations, and plans for the 2027–28 academic year.