Quantitative Finance and Financial Engineering
Since its inception in 2019, The Quant Team developed a mean-variance portfolio optimizer in R/R-Studio that the portfolio management team continuously uses to rebalance the portfolio. They also developed a portfolio tracker that was archived for performance issues, but the team has since put the project back into production for the upcoming fall 2021 semester. In the previous spring 2021 semester, the team successfully completed a Monte Carlo simulation in R that has since been re-written in Python. Additionally, the team wrote three different versions of an algorithmic trading bot whereby each bot placed orders based on MACD, RSI, and SMA. They also did research into Machine Learning models and their applications, as well as sentiment analysis for stock news.
Currently, The Quant Team is looking for any industry professionals that would enjoy the role of advising/mentoring the team over current and future projects.