University of Rochester Quantitative Finance Club
Empowering students to excel in quantitative finance through rigorous education, hands-on competition, and professional development. We bridge the gap between academic theory and industry practice.
About the Club
Empowering the next generation of quantitative finance professionals through education, hands-on experience, and career development.
Our Mission
Bridge the gap between academic theory and industry practice through hands-on learning and real-world applications.
Our Vision
Create a premier community for students passionate about quantitative finance, algorithmic trading, and financial technology.
Our Values
Excellence, collaboration, innovation, and professional development drive everything we do.
Spring 2026 Curriculum
10-week structured program covering quantitative finance theory and practical implementation.
Introduction to Quantitative Finance
- Overview of market microstructure and trading mechanisms
- Introduction to alpha, beta, and risk-adjusted returns
- Asset pricing fundamentals and risk metrics
Data, Python, and Backtesting Foundations
- Python libraries for financial data analysis
- Implementation of backtesting frameworks
- Data cleaning and preprocessing techniques
Alpha Factors and Signal Research
- Development of alpha factors from multiple data sources
- Evaluation of factor performance and decay
- Statistical significance testing for signals
Statistical Arbitrage and Mean Reversion
- Pairs trading and cointegration analysis
- Mean reversion strategy implementation
- Execution algorithms and transaction costs
Options and Derivatives
- Options pricing models (Black-Scholes, binomial trees)
- Greeks calculation and interpretation
- Volatility surfaces and derivative strategies
Volatility Modeling
- GARCH models and stochastic volatility
- Volatility forecasting techniques
- VIX trading and volatility strategies
Portfolio Optimization
- Modern portfolio theory and mean-variance optimization
- Alternative optimization techniques (risk parity, etc.)
- Constraints and transaction costs in practice
Risk Management
- VaR and Expected Shortfall calculation
- Stress testing methodologies
- Risk limits and position sizing
Quant Recruiting Preparation
- Resume optimization for quantitative roles
- Technical interview preparation strategies
- Problem-solving approaches for brain teasers
Capstone Project Showcase
- Project presentation techniques
- Peer review process
- Industry feedback integration
Our Team
Meet the student leaders and faculty advisors driving the Quantitative Finance Club forward.
Leadership Team
Dedicated students committed to advancing quantitative finance education at UR.
Faculty Advisors
Expert guidance from University of Rochester faculty members.
Committees
Specialized teams driving research, education, career, and tech initiatives.
Join the Club
Become part of the quantitative finance community and advance your career in finance, algorithmic trading, and financial technology.
Member Resources & Updates
Resources, announcements, and internal updates are available to active members through the club's official portal.
Become a Member
Official membership is managed through the University of Rochester's Campus Community Connection (CCC). Join to access resources and participate in club activities.
Join a Committee
Committee participation is optional and typically follows membership. Contribute to Research, Education, Career, or Tech initiatives.