edit: This post was originally written on 7/15/2019
A couple months ago, I proposed a date: let's enter the International Quant Championship together!
The International Quant Championship is one of the most prestigious competitions in the field of quantitative finance, conducted by the US-based hedge fund WorldQuant LLC, bringing over 18,000 teams from 130+ countries together to compete.
Our backgrounds aren't in finance, but I thought it would be fun (and challenging) to learn! I had some prior experience, since earlier that month I competed solo and placed in the top 1% of competitors at the Women Who Quant competition and others. We made subsequent dates coding alphas together, reading research papers, and implementing interesting trading strategies, algorithms + optimizations.
We went through each month, steadily improving and qualifying for each subsequent competition round. Eventually we found ourselves to be the #1 team in Canada, then #1 in North America, then after this last round, #1 in regional finals beating out 15 other countries' top quant teams from Europe & Asia, ranking us in 4th place worldwide.
Now in September, as Team Canada, we'll be headed to the final round of the International Quant Championship in Singapore, competing for the 2019 International Quant Champions title with 14 other countries and a pool of $100,000! Team Canada has never qualified for the final round in IQC before. So excited to represent this September!️
Crazy where life (and dates) take you sometimes.
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