The Premier Quant Club at the University of Michigan
North Campus
About Us

Trading in the 21st Century

Quantitative Investment Society is an investing club at the University of Michigan dedicated to researching and educating its members about the emerging field of quantitative finance. Together, we develop algorithmically driven trading strategies typically employed by quantitative hedge funds along with the tools to evaluate them using our proprietary data. We were founded in 2018 by four computer science students, who went onto found their own hedge fund startup.

Build, develop and create the infrastructure that powers our algorithms and enables strategy development. Stress-test our trading strategies with scenario analysis, build APIs that interact with financial data providers, and deploy trading strategies in the cloud.
Infrastructure Group

Infrastructure Group

Delve deep into financial and alternative data to extract insights and features for our models. Manipulate and augment data, create trading signals from financial and alternative data, and develop the features that our machine learning models “see” with.
Data Group

Data Group

Use techniques in machine learning, time-series analysis and multivariate statistics, and quantitative finance to build models, write algorithms and create trading strategies. Projects include factor models, statistical arbitrage, and tree-based machine learning algorithms for trading.
Machine Learning Group

Strategy Group

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