UNIVERSITY OF OREGON’S PREMIER QUANTITATIVE FINANCE CLUB
The Oregon Quant Group fosters a collaborative environment in which students can work on research projects in quantitative finance. These projects intend to expose students to the intersection between mathematics and finance. By exploring various asset classes such as Equities, Commodities, Bonds, etc, we simulate hedge fund environments to help students learn and grow.
We provide workshops and training that teach students financial modeling, data science, and quantitative analysis. Our goal is to bridge the gap between theory and practical applications in finance.
Each member conducts their own research project in an asset class of their chosing. They will be guided to construct a research pipeline and work with peers to improve their work.
We prepare students for competitive careers in data science, computer science, finance, and more. We do this through resume reviews, mock interviews, and networking events with industry professionals and alumni.
We foster an inclusive and collaborative environment where members connect, share knowledge, and support each other’s growth while building lifelong friendships and professional networks.
Matthew built a trading strategy using satellite land-surface temperature data to anticipate heating-oil price movements. The project combined MODIS imagery, Elastic Net, and LightGBM models with time-aware validation and anomaly detection. Results showed promising Sharpe ratios and walk-forward performance, demonstrating innovative data fusion for commodity forecasting .
