Quantitative. Systematic. Collaborative.
Quant Finance Collective
Texas State University
Exploring quantitative thinking across finance, data, and decision-making. We apply mathematics, statistics, and computation to real-world markets through workshops, simulations, and research collaboration.
Core focus areas
Our Quant Exploration
We study markets, uncertainty, and decision-making through mathematics, computation, and structured analysis. We prioritize clarity, depth, and implementation over hype.
Mathematics of Uncertainty
Probability, expected value, and stochastic reasoning.
Market Microstructure & Price Formation
How liquidity, spreads, and information shape prices.
Volatility & Regime Analysis
Modeling risk and interpreting volatility as a dynamic signal.
Simulation & Model Development
Build simulations and decision frameworks that evolve through iteration.
Research Pods & Independent Builds
Member-led projects that form a shared research library.
Practical Implementation & Reproducibility
Reproducible code, notebooks, and practices for maintainable research.
Projects
Active Research Initiatives
QFC acts as a platform for member-built research and simulations. Projects may be developed independently or collaboratively; strong contributions are reviewed and showcased to the collective.
Risk Expedition
Under DevelopmentA quantitative research platform focused on risk modeling, simulation design, and portfolio analysis.
Join the Collective
Attend, Connect, Contribute
Attend weekly meetings, join our Discord, or reach out by email to contribute projects and simulations. We welcome students at all levels who are interested in building and learning.
If you have materials to contribute, please share them via the Discord or email; contributions are curated for clarity and rigor.
First meeting prep
- • Bring a laptop if possible
- • Expect a short primer followed by discussion
- • No finance background required; curiosity is enough