Hands-on quant experimentation
We’ll start with small, well-scoped projects: backtests, data explorations, and microstructure demos that you can reproduce on your own laptop with public data.
Bruin Quants is a brand-new student organization for Bruins interested in quantitative finance, systematic trading, and financial engineering. We’re building a space to learn, experiment, and recruit for top hedge funds, trading firms, and quant groups — starting with our founding cohort.
As a new club, we’re designing a program that blends deep technical work with practical career prep: implementing trading ideas, learning tools, and preparing for quant recruiting together.
We’ll start with small, well-scoped projects: backtests, data explorations, and microstructure demos that you can reproduce on your own laptop with public data.
Together we’ll compile interview resources, run mock interviews, and share prep strategies for quant, trading, and SWE/quant roles — with everything openly documented.
As a founding member, you help set the culture: collaborative, serious about learning, but low-ego and supportive.
Bruin Quants is launching this year. There’s no legacy to fake — just students who like math, markets, and code, building something real from the ground up.
We’re explicit about what’s aspirational versus what already exists. Early projects, docs, and resources will be hosted publicly whenever possible.
If you’re curious about probability, optimization, and building things in code, you’re the audience. Finance background is optional.
Long-term, we’d love firms to recognize Bruin Quants as a talent pipeline. Short-term, we’re focused on learning and shipping our first few projects.
These are sample events we plan to run in our launch year. Exact dates will be announced once we’re officially registered and have a room.