what we do.
Driven by Data.
Powered by Students.
QMI aims to answer open-ended finance questions using the power of data analytics, statistics, machine learning, and other relevant quantitative methods. Our members take on challenging research projects, curate original datasets, and validate original trading strategies in an attempt to generate alpha.
We are UT's first data driven investing and market research team. Attend our general workshops to join us in broadening our collective quantitative IQ.
GENERAL WORKSHOPS: MONDAY, 5:30PM-7:30PM IN CBA 3.128
MEMBER MEETINGS: THURSDAY (BI-WEEKLY), 5:00PM-6:00PM IN CBA 5.328
* General Workshops are public and all official USIT members are encouraged to attend. For exact meeting times, locations, and topics covered, please see our public curriculum calendar.
QMI offers a full-fledged quantitative curriculum taught through workshop-based lectures and applied through the completion of meaningful semester-long projects.
Fall Semester - Financial Research and Quantitative AnalysisMembers benefit from an introductory course in valuation, fundamental investing, data science, and statistics. Teams of two to four are challenged to identify an unanswered question in finance they are interested in answering and work throughout the semester to gather, visualize, and interpret data in seek of confirmation or rejection of their original hypothesis. While many projects may revolve around systematic trading strategies, projects are certainly not limited by topic.
Spring Semester - Systematic Portfolio Construction and Risk Management
Members enter second semester ready to tackle more advanced algorithms, financial concepts, and statistical modeling. Armed with the tools of first semester, members are challenged to identify and test alpha-generating strategies in preparation for various trading competitions and the Southeastern Hedge Fund Competition. A strong focus is placed on portfolio composition, financial statistics, and risk.