Quantitative Trader Intern - Summer 2023
The Quantitative Trader Internship covers the full life cycle of algorithmic trading, including strategy development, backtesting, optimization and live trading. As an Intern you will be guided by a Mentor who will oversee your progress utilizing analytics, mathematics, and programming to gain skills in quantitative trading.
The components of quantitative trading to be covered will include forecasting, signal generation, backtesting, data cleansing, portfolio management and execution methods. Additional topics such as time series analysis, statistical/machine learning, and exchange/market microstructure will be introduced as a steppingstone into more advanced concepts of quantitative trading.
Time Commitment: The internship requires a part-time commitment of 10, 15, or 20 hours per week consisting of guided and self-guided participation. The participant will also be expected to complete a reflection paper and log of the internship hours.
Quantitative Trader Internship Curriculum
Designing and Developing Algorithmic Trading Strategies
Develop Basic Algorithmic Trading Strategy code in either C# or Python.
Algorithmic Strategy Backtesting and Optimization
Backtest quantitative strategies and view their performance results in a single integrated portfolio. Optimize the parameters of the portfolio strategy (e.g., risk management, position sizing, etc.)
Introduction to Advanced Quantitative Trading Topics
Advanced topics and hands-on practice in time series analysis, statistical/machine learning, and exchange/market microstructure will be introduced.
Learning to use a Bloomberg Terminal
Bloomberg Market Concepts (BMC), also known as Bloomberg Certification, is a self-paced e-learning course that provides a visual introduction to financial markets and the core functionality of the Bloomberg terminal. It takes 8 hours to complete and progress is saved automatically. After finishing BMC, Bloomberg provides a "Certificate of Completion".
Simulated and Live Trading
The intern will participate in simulated and live trading using the algorithmic trading strategy developed during the internship.
The Quantitative Trader Internship covers the full life cycle of algorithmic trading, including strategy development, backtesting, optimization and live trading. As an Intern you will be guided by a Mentor who will oversee your progress utilizing analytics, mathematics, and programming to gain skills in quantitative trading.
The components of quantitative trading to be covered will include forecasting, signal generation, backtesting, data cleansing, portfolio management and execution methods. Additional topics such as time series analysis, statistical/machine learning, and exchange/market microstructure will be introduced as a steppingstone into more advanced concepts of quantitative trading.
Time Commitment: The internship requires a part-time commitment of 10, 15, or 20 hours per week consisting of guided and self-guided participation. The participant will also be expected to complete a reflection paper and log of the internship hours.
Quantitative Trader Internship Curriculum
Designing and Developing Algorithmic Trading Strategies
Develop Basic Algorithmic Trading Strategy code in either C# or Python.
Algorithmic Strategy Backtesting and Optimization
Backtest quantitative strategies and view their performance results in a single integrated portfolio. Optimize the parameters of the portfolio strategy (e.g., risk management, position sizing, etc.)
Introduction to Advanced Quantitative Trading Topics
Advanced topics and hands-on practice in time series analysis, statistical/machine learning, and exchange/market microstructure will be introduced.
Learning to use a Bloomberg Terminal
Bloomberg Market Concepts (BMC), also known as Bloomberg Certification, is a self-paced e-learning course that provides a visual introduction to financial markets and the core functionality of the Bloomberg terminal. It takes 8 hours to complete and progress is saved automatically. After finishing BMC, Bloomberg provides a "Certificate of Completion".
Simulated and Live Trading
The intern will participate in simulated and live trading using the algorithmic trading strategy developed during the internship.