High Tech Quant Fellowship
Six weeks on the fundamentals of quantitative trading, from a curriculum co-designed with working quant researchers. You finish by writing your own script.
About the fellowship
Fellows learn how strategies are expressed as rules, tested against history, and measured for risk. The curriculum is co-designed with people who do quantitative research professionally.
Curriculum
The fundamentals of quantitative trading, taught in a fixed six-week block with a set cohort.
Your own script
Each fellow finishes able to write a quantitative script and run it against the market simulation.
The contest
Those scripts are entered in the year-long portfolio contest against HTIG, whose members pick positions through discussion instead.
Best suited to CS and math members. The curriculum starts from fundamentals; no finance background is required.
How the two programs differ
Both trade the same simulated market on the same risk-adjusted metric. Only the method differs.
| HTQF | HTIG | |
|---|---|---|
| How positions are chosen | Rules written into a script | Pitched theses, group discussion |
| What you build | A quantitative trading program | An argument you can defend |
| Commitment | Six-week fellowship | Weekly, all year |
| Admission | Fixed cohort, ask before it starts | Open, no interview |
| Scored on | Returns relative to risk taken, the same metric for both sides | |
| Officers | Yip, Wu | Griffith, Pagarkar, Awasthi, Rancitelli |
Curriculum materials
The 2026–27 curriculum has not been released. Modules, datasets, and script templates appear here as each week goes out.
Officers: each row is a slot. Replace a <span class="pending"> with an <a href="…"> in htqf.html as each week is released.
Ask before the cohort starts
The fellowship runs in a fixed six-week block. Get on the list before it begins.
- Officers
- Ethan Yip, Andy Wu
- etyip@ctemc.org
- Room
- Mr. Brown’s Room 110, weekly
- Next event
- Club event, September 11
- Where
- Ask about the cohort dates at our poster