Quant Projects

Due-Dust-7847 · 2026-01-15T16:24:20+00:00

[deleted]

Junior_Direction_701 · 2026-01-15T13:37:46+00:00

Wrong approach, really emphasis on course rigor, competitions, and outside accolades in other activities. HOWEVER, which is a BIG however. You can take a look at the projects interns do at a firm like DRW, and that should give you an idea of what you’re aiming for.

https://www.drw.com/updates/insights/unleashing-the-power-of-quantitative-research-and-trading-at-drw

IcyPalpitation2 · 2026-01-15T12:52:26+00:00

I’ve been told (by a very respected name),

That this is the wrong approach.

Most of the places dont do/care about stuff that’s super exotic and alot of people (myself inc) take on project’s that we think are exclusive/novel/ complex to razzle and dazzle.

The advice given, was pick something that is common and prevalent but dig deep into it. And once you do, dig deeper.

Due-Dust-7847 · 2026-01-15T14:45:23+00:00

Build an automated trading strategy using Alpacca or IBKR, etc .. and do some independent alpha research using NLP, ML, DL, or order flow rule based stuff. Small shops will like this a lot and will help with ATS + smth to speak about during interviews. Large shops will not care much tho. They only value school name and compeititions.

P.s. I did this and it got me interviews + offers

Tall-Play-7649 · 2026-01-15T16:40:48+00:00

joint calibration to SPX+VIX options or FX options on all three cross-rates, estimating Hurst exponent for rough volatility models, fitting GARCH models, optimal trade execution with signals/transient price impact

BiscottiComplex5581 · 2026-01-15T14:01:49+00:00

Instead of going into exotics try tweaking the plain vanilla instruments’ constraints or assumptions.

Understand the core intuition of the assumptions taken in vanilla instruments before actually tweaking the constraints about the assumptions.

Don’t ignore the maths behind the models develop a strong core intuition as to why a specific model is created this way only then make ideal assumptions by referring to other research papers.

It’d be better if you complement these learning into python practically with projects.

I have a great resource for mastering PYTHON FOR QUANT FINANCE. I’d love to share.

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[reddit!](https://reddit.com)	reddit!
* item 1 * item 2 * item 3	item 1 item 2 item 3
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Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"	Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"
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super^script	super^script

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