Research
We develop and rigorously backtest quantitative strategies across asset classes, drawing on academic finance, econometrics, and machine learning.
University of Connecticut
Husky Quant Group
HQG is the University of Connecticut's first student-run systematic fund, focused on researching financial markets and deploying live strategies. Keep up with our work through our blog posts.
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About HQG
We're building the largest student-run systematic fund in the U.S.
At HQG, we're on a mission to compete at the national level. By uniting some of the brightest minds in Mathematics, Engineering, and Finance, we hope to foster an inclusive, educational, and collaborative community while making novel contributions to the field of quantitative finance.
Engineering
From research tools to execution systems, we build production-grade infrastructure to accelerate the development and deployment of strategies.
Deployment
Our strategies do not live in notebooks. We deploy live systematic strategies with real risk management, position sizing, and performance monitoring.
$1,000
AUM
19
Members + Alumni
100%
Placement Rate
$140,000
Median Starting Salary
From the Blog
Latest insights
View all posts -Join the Team
Build something that matters
We welcome all students at the University of Connecticut to apply. Our strongest applicants are highly self-motivated, eager to learn, and willing to take on hard problems amid ambiguity. You do not need prior quant or finance experience to apply.
Software Engineer
Build the infrastructure that powers our trading systems. You will work on low-latency data pipelines, execution engines, and tools that empower our researchers.
Projects you will work on
- High-frequency market making infrastructure
- Backtesting framework with event-driven simulation
- Strategy R and D dashboard and analytics
- Performance optimization of core systems
Quantitative Researcher
Develop and validate systematic trading strategies. You will dive deep into market data, build factor models, and turn hypotheses into live alpha.
Projects you will work on
- Cross-sectional momentum and mean reversion models
- Alternative data signals, NLP, and sentiment analysis
- Risk modeling and portfolio optimization
- Prediction market arbitrage
Join Our Team
Questions? Reach out to us