05Published Work
Research
In addition to managing live capital, members conduct research across quantitative finance — market analysis, machine learning, risk management, and strategy development.
△Index — 10 Papers
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001
Bayesian Alpha Estimation via Fama-French + Momentum Model
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002
Predicting U.S. Market Returns Using Fundamental Indicators
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003
Pricing and Signal-Generation Under Stochastic Volatility
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004
Currency Risk Premia and Market Return
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005
Corporate Credit Spreads as Predictors of Equity Market Performance
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006
Survival of the Fittest: Benchmarking Biological Dynamics and Neural ODEs for Volatility Forecasting
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007
Shannon Entropy as a Forward Indicator of Volatility Regime Shifts in Energy Futures
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008
Mispriced Tail Risk and Optimal Exit Boundaries
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009
Hierarchical Hidden Markov Models for Multi-Time-Scale Volatility Regime Detection
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010
Examining the Explanatory Power of Political Risk on Oil Equity Returns
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Every analyst completes a semester-long capstone research project.