What We Do

  • Explore quant trading strategies, backtesting, and execution
  • Reading groups on seminal papers in quant finance & ML
  • Workshops on programming, statistics, and market microstructure
  • Host practitioners from leading quant firms

Focus Areas

  • Statistical arbitrage, market-making, and execution algorithms
  • Machine learning for financial time series and alpha research
  • Portfolio optimization and risk management
  • Reinforcement learning in trading and market dynamics

Home: Safexpress Centre for Data, Learning and Decision Sciences (SCDLDS), Ashoka University

Open to: Ashoka students with strong quantitative backgrounds and genuine interest in the field

Get involved: Reach out via LinkedIn or contacts in the footer to learn about ongoing projects

Deep Dives

Explainers that make complex quant finance topics feel obvious and conversations with the people actually doing the work.

Conversations

Short podcast episodes with quant finance industry folks — traders, researchers, engineers, and founders on what the work actually looks like.

Want to write a piece or guest on the podcast?

Reach out via the contact links in the footer. We welcome pitches from students and practitioners alike.

Faculty Advisors

President


Members

The full roster of student researchers, traders and members at the club will be visible here soon.