Welcome to Cornell University's first quantitative finance organization. Our mission is to foster a community for financial innovation and to explore the bleeding-edge of investing technology.
Analysts will hone their quantitative knowledge and skills in our rigorous training curriculum. Topics include portfolio management, risk, option pricing, statistical learning, and more.
Investing arm members will research and develop original alpha generating strategies. Only the most robust strategies will be tested in real-time with our cross-asset portfolio.
Software development and creating underlying technological infrastructure is critical in order to pool valuable data, backtest strategies, and ultimately execute trades.
Upon successful completion of our training curriculum and first deep dive research project, members will either become Software Engineers or join one of our three desks as Quantitative Researchers and Traders.
Automated equities trading, statistical arbitrage, factor investing.
Multi-legged options trading, OPMs, volatility arbitrage, market-making.
On-chain trading, cross-exchange arbitrage, MEV, DeFi protocols.
Thank you to our 2024-25 partners. Their support is essential to successfully hosting our annual trading competition and providing our students with the best-in-class educational resources. If your firm is interested in partnering with Cornell Quant Fund, contact us.
