Welcome to the website of the Caltech Quantitative Finance Group. 

We are a student run research group working in collaboration with the Caltech HSS department on topics in applied finance.  While we are primarily based at Caltech, we welcome collaborators from other institutes and we presently have members from other universities such as the University of Pennsylvania, Harvard, and USC.  Since our founding in 2009, our primary aim is to provide students with an interest in quantitative trading strategies the computational facilities and data to do meaningful research.

We maintain an updated listing of Historical Stock Databases, including those that are available for free for Caltech students. We also maintain a high performance computing facility for financial engineering. Additionally, we have also partnered with commercial market data vendors such as QuantQuote and TickData to provide access to high resolution market data at discounted rates to Caltech students. Details can be found here.

Work in our group offers valuable experience in translating the theory learned in mathematics and science classes into a practical application.  It is also an good way to get first hand experience in financial engineering and investigate this new and exciting field.  Please consider joining our mailing list to get updates or find out about upcoming campus recruiting events.