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The IAQF Announces the Winners of the Seventh Annual IAQF Academic Affiliate Membership Student Competition

June 25th, 2018

The International Association for Quantitative Finance (IAQF) is pleased to announce the winners of the Seventh Annual Academic Affiliate Membership Student Competition. Twenty-three teams representing sixteen academic programs submitted papers in response to this year's competition problem, which required students to construct four portfolios and analyze option and momentum strategies. The entire competition problem can be viewed here.

The competition submissions went through a blind, multi-level selection process and were reviewed by a judging panel comprised of IAQF Board Members. Three teams were selected as winners. Each of the winning teams will be invited to present their solutions at an IAQF-sponsored event in New York.

The winners of the competition, in alphabetical order by academic program, are as follows:

The Mysterious Orient from NYU Tandon School of Engineering, Masters in Financial Engineering Program. The team was led by student team captain Beixi Chen. Team members included Yizhou Chen, Xutao Chen, Tiancheng Hou, Yusi Yang, and Mengrul Zhang. The team worked under the direction of Deputy Department Chair and Industry Professor Barry Blecherman.

Team Sharp(e) Alpha from the UC Berkeley, Haas School, Master of Financial Engineering Program. The team was led by student team captain Vinicio DeSola. Team members included Jeffery Ding, Jules Landry-Simard, Achuthan Sekar, Weishen Wang, and Zhuolu (Cheryl) Xu. The team worked under the direction of Executive Director and Assistant Dean Linda Kreitzman.

Team Stratton Oakquant from the University of Washington, Computational Finance and Risk Management Program. The team was led by student team captain Gregory Brownson. Team members included Loc Cao, Tommy Lewis, Dominic Mauer, Hung Nguyen, and Jack Sneeringer. The team worked under the direction of CFRM Director Tim Leung.

The winning papers will be available on the IAQF website in the near future.