Welcome to the website of the Caltech Quantitative Finance Group.
We are a student run research group working in collaboration with the Caltech HSS department on topics in applied finance. While we are primarily based at Caltech, we welcome collaborators from other institutes and we presently have members from other universities such as the University of Pennsylvania, Harvard, and USC. Since our founding in 2009, our primary aim is to provide students with an interest in quantitative trading strategies the computational facilities and data to do meaningful research.
We are responsible for maintaining CHSD, the Caltech Historical Stock Database which provides high quality historical intraday data for over 1000 US equities. We also maintain a high performance computing facility for financial engineering. Additionally, we have partnered with QuantQuote to give Caltech students and faculty access to the QuantQuote Cloud, providing access to tick resolution data for the entire US equities market.
Work in our group offers valuable experience in translating the theory learned in mathematics and science classes into a practical application. It is also an good way to get first hand experience in financial engineering and investigate this new and exciting field. Please consider joining our mailing list to get updates or find out about upcoming campus recruiting events.