As a new club, these are planned tracks — not things we’ve already run. They’re meant to give you a sense of what we’ll explore once we have a cohort.
Build a simple LOB simulator and experiment with quoting strategies: inventory control, spread management, and adverse selection. Everything based on reproducible toy data, not live trading.
Explore mean reversion and relative value strategies on equities or ETFs using free or student-accessible datasets. Emphasis on clean code and careful assumptions.
Analyze implied vol surfaces, skew, and term structure using public examples and small datasets. Implement basic volatility strategies and scenario analysis — purely on paper/backtests.
A rough sketch of what an 8–10 week project might look like once the club is running.