The Summer of Quant (SoQ)
SoQ is our premier, summer-long research program where members form teams to develop, backtest, and present a complete quantitative trading strategy. This is where ideas become reality.
What Makes SoQ Special?
Unlike typical academic projects, SoQ teams work with real financial data, implement professional-grade backtesting frameworks, and present their findings to industry experts. It's the closest experience to working at a quantitative trading firm while still in college.
Past Projects
A showcase of innovative quantitative strategies developed by our members
AlphaGen Strategy
A machine learning-based alpha generation model that identifies market inefficiencies using advanced feature engineering and ensemble methods. Achieved 15% annual returns with a Sharpe ratio of 1.8.
Volatility Arbitrage
Statistical arbitrage strategy exploiting the difference between implied and realized volatility. Implements delta-neutral hedging and real-time risk management across multiple asset classes.
NLP Sentiment Analysis
Natural language processing model that extracts trading signals from news articles, social media, and earnings calls. Processes over 10,000 documents daily to generate actionable insights.
High-Frequency Market Making
Low-latency market making algorithm that provides liquidity in cryptocurrency markets. Optimizes bid-ask spreads while managing inventory risk and maintaining profitability.
Pairs Trading Engine
Cointegration-based pairs trading system that identifies and exploits mean-reverting relationships between correlated securities. Includes automated position sizing and stop-loss mechanisms.
Factor Investing Model
Multi-factor equity model combining value, momentum, quality, and low volatility factors. Implements Fama-French methodology with custom risk attribution and portfolio construction.
Ready to Build Your Own Strategy?
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