Quantify Club

Projects & Research

Members work on quantitative analysis, models, software, indicators, research reports and applied projects. Public materials are educational and research-oriented.

Member projects

Approved projects are added here as they are completed. Until then, the example below shows how each project is documented.

  • Example

    Cross-Sectional Momentum Research

    An illustration of how a research project is documented on this page. It will be replaced by an approved member project.

    Desk
    Quantitative Research
    Status
    Example

    Research question

    How sensitive is a cross-sectional momentum signal to lookback horizon, rebalance frequency and transaction-cost assumptions?

    Methodology

    • Historical data cleaning
    • Signal construction
    • Backtesting
    • Robustness checks
    • Turnover analysis

    Skills and technologies

    • Python
    • Statistics
    • Backtesting

    This material is produced for educational and research purposes only. It does not constitute investment advice, an investment recommendation, an offer, a solicitation or asset-management activity.

Applied projects with third parties

Quantify Club may undertake educational applied projects with companies, institutions and other third parties. Potential work can include data analysis, quantitative models, indicators, software, research reports and workshops.

Projects are accepted subject to the Association's educational purpose, non-profit character and internal approval process.

Propose a project

This material is produced for educational and research purposes only. It does not constitute investment advice, an investment recommendation, an offer, a solicitation or asset-management activity.