Rutgers Quantitative Finance Club
FALL 2018
Black-Scholes In-Depth
December 6, 2018
Dhawal Mehta (Grad Chair - MQF Newark)
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Greeks Intuition and Math
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Black Scholes Model
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Conclusion and Further Topics
Machine Learning
November 22, 2018
Saagar Shah (Programming Chair)
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Classes of Learning
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Decision Tree Classifier Model
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Home Prices Prediction Demonstration
Econometrics and LinReg
November 1, 2018
Daniel Milo (Econ), Josh Shamouli (Grad)
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Linear Regression, Leverage Points
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Multiple Regression, Gauss-Markov
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Reverse Causality
Time Series Analysis
October 25, 2018
Joshua Shamouli (Graduate Chair - FSRM)
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Autocorrelation, Autoregressive Models
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Moving Average, Ordered Difference
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Modeling Example in R
Statistical Analysis
October 18, 2018
Daniel Milo (Statistics and Economics Chair)
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Analysis of large datasets
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Statistical Hypothesis Testing
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Example Demonstration
Intro to Pandas
October 18, 2018
Saagar Shah (Programming Chair)
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Python Data Processing, DataFrame
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Basic Analytics Using Pandas
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Data Analytics using Matplotlib
Options In-Depth
October 11, 2018
Pranav Sabanayagam (Finance Chair)
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Derivatives Overview
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Call/Put Options, Trading Strategies
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Greeks, Black-Scholes Model Intuition
Market Making
October 4, 2018
Pranav Sabanayagam (Finance Chair)
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Volume, Liquidity, Arbitrage
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Price Quoting, Bid-Ask Spreads
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Interview Preparation
Intro to Statistics
October 4, 2018
Daniel Milo (Statistics and Economics Chair)
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Joint RV’s, Covariance, Correlation
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Random Sampling, Point Estimation
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Normal Distribution, Z-score
Probability II
September 13, 2018
By: Riya Prabhudesai (Math Chair)
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Discrete Random Variables
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Continuous Random Variables
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Expected Value and Variance
Dynamic Programming
September 20, 2018
By: Saagar Shah (Programming Chair)
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Recursion, Memoization, Bottom-up DP
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Longest Common Subsequence
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Maximum Sum Subarray
Probability I
September 13, 2018
By: Riya Prabhudesai (Math Chair)
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Combinatorics, Definition of Probability
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Conditional Probability, Bayes’ Theorem
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Random Variables Intro, Expected Value
QFC Curriculum Introduction
September 7, 2018
Overview of the 2018-2019 Quantitative Finance Club curriculum program. We cover securities, basic financial terms, and some brainteasers.
Quantitative Finance Introduction
August 15, 2018
QFC VP Shantanu Laghate presents an overview of the club to the incoming Rutgers-Newark Masters of Quantitative Finance (MQF) class during orientation week. All MQF students on our mailing list will receive notifications about upcoming meetings, speaker series, etc. Opportunities to lead workshops are also available for the Spring 2019 semester. Please see the last slide for more information and applications details.