The Quantitative Finance Club aims to bridge the gap between theory and practice in the realm of quantitative finance by fostering a community of students passionate about data-driven investing, algorithmic trading, and financial engineering. Students will learn and apply their knowledge through collaborative projects, technical workshops, and industry exposure, which will prepare them for future job prospects in quantitative finance and other similar fields.
- Access to workshops on algorithmic trading, risk modeling, and portfolio optimization - Hands-on projects involving backtesting, data analysis, and machine learning - Exposure to tools like Python, R, MATLAB, SQL, Bloomberg Terminal, and financial APIs - Guest lectures from industry professionals in quant finance and trading - Participation in trading competitions and quant hackathons - GitHub collaboration on club-led or open-source quant projects - Networking with alumni, recruiters, and professionals from hedge funds and banks - Internship and job opportunity boards focused on quantitative finance - Simulated portfolio management competitions with performance metrics - Peer mentorship and a strong community of like-minded enthusiasts
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Meeting new students with shared interest
Group membership includes many benefits, including access to experts in their respective fields.
E: quantitativefinance@ramapo.edu
P:
Quantitative Finance Club
505 Ramapo Valley Road
Mahwah NJ 07430
United States
