SESSION 01
2026-09-05 · SAT 10:00 AM
Python for Quant Finance
Intro to pandas, NumPy, and pulling financial data with yfinance. Build your first price series from scratch.
QUANT ED
CODE. FIN. ALGORITHMS.
University of Florida's Quantitative Finance & Coding Education Club
OUR MISSION
WHAT IS
QUANT ED?
QuantED is the University of Florida's hub for quantitative finance and computational thinking. We bridge the gap between financial theory and practical implementation, preparing students for careers in quant trading, fintech, and data science.
Every session focuses on one of our three pillars — Code, Finance, or Algorithms — building a complete toolkit for the modern quant.
FOUNDED
EST. 2026
SESSIONS PER SEMESTER
0+
TOPICS COVERED
0 PILLARS
CODE
Python, pandas, NumPy, backtesting
FINANCE
Derivatives, yield curves, risk models
ALGORITHMS
Monte Carlo, stat arb, optimization
SCHEDULE
UPCOMING SESSIONS
Every meeting covers one of our three pillars: Code, Finance, or Algorithms.
SESSION 02
2026-09-19 · SAT 10:00 AM
Options Pricing & Black-Scholes
Derivatives fundamentals, the BSM model, Greeks, and implied volatility surfaces.
SESSION 03
2026-09-26 · SAT 10:00 AM
Monte Carlo Simulations
Variance reduction techniques, convergence analysis, and pricing path-dependent options.
SESSION 04
2026-10-10 · SAT 10:00 AM
Backtesting Frameworks
Build a systematic strategy tester in Python. Handle survivorship bias, transaction costs, and Sharpe ratios.
SESSION 05
2026-10-24 · SAT 10:00 AM
Fixed Income & Yield Curves
Bond math, duration, convexity, and building a zero-coupon yield curve from market data.
SESSION 06
2026-11-07 · SAT 10:00 AM
Pairs Trading & Statistical Arbitrage
Cointegration testing, mean reversion strategies, and entry/exit signal design for equity pairs.
◆ ANNUAL EVENT
GATOR QUANT
HACKS
📅 OCT 3, 2026
500+ Students · University of Florida · Open to All Majors
🏆 $X,XXX in Prizes
⏳ 24 Hours
📊 Quant Challenges
ALGO TRACK
Build the best systematic trading strategy. Scored on Sharpe ratio, drawdown, and originality.
ML TRACK
Apply machine learning to financial data — forecasting, classification, or anomaly detection.
RESEARCH TRACK
Write a rigorous quant research paper. Scored on methodology, originality, and reproducibility.
LEADERSHIP
THE TEAM
AR
Dominick Dupuy
PRESIDENT
Python
Quant
ML
JL
Anna Claire Skipper
VP
Derivatives
Risk
C++
MS
Hemdutt Rao
VP OF TECH
Algorithms
Stats
R
CB
Christophe Muracciole
Director of Education
Fixed Income
Excel
VBA
READY TO QUANTIFY?
Join QuantED and level up across code, finance, and algorithms. Open to all UF students — no prior experience required.
