Curriculum

At UIUC, AQTE provides three different learning tracks that tailor to both your experience and your interests:

Beginner Track

The beginner track is the entrance into the world of quantitative trading. The semester long curriculum focuses on four introductory trading strategies: Buy and Hold, Momentum Based Trading Allocation, Pairs Trading, and Mean Reversion with RSI. Throughout each session, while you learn about the strategies, you will also learn about recurring trends, methods, and vocabulary in the industry. Each strategy is also paired with a programming notebook, which will take you through how to code (using Python with the pandas and NumPy libraries) and implement the strategy on real world stock data.

Intermediate Track

This track takes a much more independent and project based approach when gaining experience in this field. In the intermediate curriculum, members either work on the research team or the development team. The research team has members prototype strategies on HFT tick data with microsecond-level granularity, ranging from simple indicators (e.g. momentum), to more complex methods, such as signal processing techniques, Markov models, and RNNs. The development teams deploy those strategies on C++-based low-latency software. The goal is to have members have an end-to-end ownership and understanding of a trading strategy in the way it’d be done in the industry

Interview Track

The curriculum in the interview track is meant to both teach you different types of material that would appear in an interview for a position in quantitative trading, but also gives you interview experience through mock interviews. Through about the first half of the semester, you will work through material that prepares for interviews such as:

  • Vocabulary and implementations
  • Probability
  • Statistical Analysis
  • Computation
  • Logic and problem solving

After covering this, the track will move on to the mock interview portion, where you will take part in practice interviews covering the same concepts you learned