AlgoGators Investment Fund

We're excited to announce that we have partnered with Perplexity to offer free pro subscriptions to all of our members! Perplexity Pro offers AI-powered search with verified sources and access to advanced AI models like Claude 3.5 Sonnet, DeepSeek R1, and OpenAI's newest model, o3. Huge thank you to Ethan Pecora from the Perplexity team for helping make this possible! Want to try it out? Sign up with your UF email to get 1 month of Perplexity Pro free: https://pplx.ai/students

?? AlgoGators Public Meetings are here! ?? We’re excited to announce the launch of our public meeting series this semester! Join us this Friday, January 24th, from 1:00 - 2:30 PM in HVNR 150 for our kickoff session. This program is designed for anyone interested in quantitative finance, systematic trading, or preparing for the AlgoGators Fund application process. Over the course of the semester, we’ll guide attendees step-by-step through the development of a complete systematic trading strategy, combining guest speaker appearances and lectures with hands-on workshops. ?? Open to all students – no prior experience required! Don’t miss this opportunity to learn more about the world of quant finance. We can’t wait to see you there!

?? Applications for AlgoGators Investment Fund are Now Open! Are you interested in quantitative finance, data engineering, system development, or macroeconomic research? Join one of the only student-run, live-capital, quantitative hedge funds in the country! Learn More: ?? Info Session: Tuesday, January 28th at 6:30 PM ?? Location: HVNR 270 Applications will close Thursday, February 6th at 11:59pm and interviews, if selected, will take place February 10-11th. We're actively recruiting for both technical and non-technical roles, with positions available in: - Software Engineering - Data Engineering - Macroeconomic Research - Public Relations - Investor Relations Students from all backgrounds and experience levels are encouraged to apply — whether you’re studying finance, computer science, engineering, or any other discipline, there's a place for you in our fund. ?? Apply Now: https://lnkd.in/dAuQK-Vf Don’t miss the opportunity to gain hands-on experience in systematic trading, data analysis, and portfolio management. We’re excited to see what you’ll bring to the table!

This fall, our 11 new analysts completed AlgoGators’ rigorous training program — a hands-on experience designed to build a strong foundation in quantitative finance. The program concluded with capstone projects where analysts applied everything they learned to tackle real-world research problems. Here's a snapshot of their work: Ritvik Varada: Using Denoising Diffusion Models for Portfolio Optimization and Synthetic Data Generation [Link: https://lnkd.in/e69cVFaR] Dominick Dupuy: Optimization Methods for Futures Trading [Link: https://lnkd.in/eTxnJAkj] Pratheek Nathani: Identifying, Classifying, & Forecasting Volatility Regimes [Link: https://lnkd.in/e79shR_C] Roshan Shah: Dynamic Value at Risk Modeling Using Backwards-Looking Volatility Models [Link: https://lnkd.in/eFxfv77B] Ben Adelman: GARCH Models and Applications [Link: https://lnkd.in/ePZ5rqPs] Hemdutt Rao: Multifactor Risk Attribution Model [Link: https://lnkd.in/eWJN5ii5] Lam Nguyen: The Impact of Market Volatility on Convertible Bond Pricing and Volatility [Link: https://lnkd.in/eTm3V8i2] Alexia Mercado Cordova: Early Warning Indicators [Link: https://lnkd.in/eAwNqQxd] Norman Smith: Fractionally Differentiated Features in Gradient Boosted Decision Tree Models [Link: https://lnkd.in/eyNgxR8j] Connor DeMichele: Measuring the Relationship Between Financial Ratios and Stock Price Performance within the U.S. Packaged Foods Industry [Link: https://lnkd.in/egdtTmVZ] Steven Braverman: Interest Rate Differentials Over Various Time Horizons: Their Influence on Spot Exchange Rates [Link: https://lnkd.in/eSbhwwuf] We're incredibly proud of our analysts and the hard work they've put into this program. Their dedication and results highlight what makes AlgoGators Investment Fund a unique training ground for aspiring quants.

This morning, our team hosted a Street Eats Bags charity event, where we packed care bags for Gainesville's homeless community. Thanks to the hard work of over 30 UF students and faculty members, we packed over 200 bags filled with food, essential items, and handwritten notes of encouragement. This initiative wouldn’t have been possible without the support of our amazing team of volunteers who gave their time and energy to serve others. Thank you for making a real difference — we’re proud of what we accomplished together and look forward to more opportunities to serve the community in the future!

Yesterday, I concluded my first semester with AlgoGators Investment Fund. At the culmination of the new analyst training program, I presented a research paper I wrote regarding applications of GARCH models (https://lnkd.in/emqfKv9m). This fund has been an incredible opportunity, and, honestly has probably been my favorite thing I've been apart of in my first semester at the University of Florida. I have already learned so much about quantitative finance from both the training program as well as the members in it. I'm excited to continue growing and contributing next semester!

Last semester, our team at AlgoGators took on the challenge of developing a quantitative strategy for a global hedge fund competition, and we're excited to share the results here. At its core, our idea leverages daily trend analysis to assess broader directional shifts and guide asset allocation across futures. This model activates an intraday component during peak liquidity windows, aiming to capture inefficiencies with targeted short-term trades in FX, commodities, and equities. By aligning a long-term trend filter with tactical intraday moves, we dynamically balance exposure and risk. Through extensive backtesting and out-of-sample validation, we refined the model for consistent performance across diverse market conditions. Our report details the strategy’s framework and results, showing how quantitative techniques can adapt traditional models for systematic trading. We've included a preview of the strategy here — head over to the Research page on our website for the full report, and let us know your thoughts! ?? https://lnkd.in/efHDApRx

We’ve just published our latest macro report, analyzing recent trends across equities, fixed income, commodities, and FX. In this report, we assess key market movements and economic shifts over the past two weeks, providing insights to help navigate today’s dynamic financial landscape. ? We’ve included the executive summary below, but please visit the Research tab on our website for the full 10-page report. https://lnkd.in/eHugABf4

We're excited to announce that our latest market insights are now available to the public! AlgoGators Investment Fund is launching a dedicated section on our website as a resource for quantitative finance research. Our macro report, now live on our site, is a comprehensive 10-page analysis assessing recent market performance and economic trends across key asset classes. For a preview, we're sharing the executive summary here but head to our website for the full report. We look forward to sharing more insights and future research with you all. Visit our site and let us know your thoughts! ?? https://lnkd.in/eHugABf4

We hope everyone is having a good start to the Fall 2024 semester. As a reminder, our team will host an information session for the fund this Thursday, August 29th, from 6:30 - 7:30pm in HVNR 210. This is a great opportunity to meet the group, learn about the application process, and much more. We encourage anyone interested in quantitative finance or hedge fund management to stop by! We've also compiled a list of resources attached below to help you learn more about quantitative finance. Please don't hesitate to reach out should you have any questions. Thanks, we look forward to seeing everyone on Thursday!