Quantitative Investment Strategies
The Quantitative Investment Strategies team aims to develop quantitatively- and/or systematically-driven trading strategies with a focus on education. Our members include experienced investors, many with experience in quantitative roles at hedge funds and market makers. On a day-to-day basis, we develop projects and discuss academic literature and industry white papers on finance and statistics / machine learning. Our projects place emphasis on signal research and portfolio optimization, while staying weary of practical issues in trading execution.
Simon is a co-PM of the Quantitative Investment Strategies Team. A senior studying Electrical Engineering and Finance/Statistics and submatriculating into Master's in Electrical Engineering, Simon has spent the last summer working at AQR in their stock selection group. Other than WITG, Simon plays the piano at Penn Chamber and manages the @upennsquirrels Instagram account. He also TAs the investment management, behavioral finance, and international financial markets classes.