JHU Quantitative Finance Society — Founder & President
Co-founded and led JHU's graduate quant-finance research society as a long-short systematic-trading group with $30K AUM. Built the backtesting engine and led 20+ student researchers including 8 PhD students. WorldQuant Challenge Semi-Finalist.
The most ambitious thing I did in undergrad — co-founded and led a graduate-tier quantitative-finance research society at JHU.
Scope
- Long-short systematic-trading group with $30K AUM through the JHU Graduate School of Applied Math & Statistics.
- 20+ active student researchers, including 8 PhD students.
- Faculty advisor: Prof. John Miller (Applied Math & Statistics).
- Regular technical talks to 100+ JHU students.
- WorldQuant Challenge Semi-Finalist.
Engineering
I built the backtesting engine the society’s research ran on — strategy-agnostic, with local equity-data persistence, portfolio return tracking, and performance evaluation that any research strategy could plug into.
On top of it, the team implemented and evaluated:
- A pairs-trading strategy built on a cointegration heatmap I produced for the equity universe.
- A momentum-based strategy with horizon-aware position sizing.
- A recursive fractal generator that plotted and modeled the non-normal distribution of equity returns, used as a diagnostic against assumed-Gaussian risk models.
What this work was actually about
It was, in retrospect, my first serious experience running an engineering team rather than executing as an IC: scoping research, sequencing what to build, balancing throughput against rigor, and making sure the people around me were unblocked. A fair amount of how I work at RocketReach today was learned here first.