Quantitative Research & Trading

Build strategies, design models, publish research — and trade real markets.

A high-performance engineering and finance environment inside the InvestmentClub Zurich Fund. Designed for ambitious ETH, UZH, HSG and similar students who want to prove themselves in quant finance.

Core Focus:

  • Algorithmic trading & signal discovery
  • Machine learning & neural forecasting
  • Risk optimization & backtesting pipelines

Who We Are

We are the Quantitative Research & Trading Team of the InvestmentClub Zurich Fund, founded at the start of HS25.

Our team consists primarily of ETH Zürich master’s and PhD students in computational finance, data science, mathematics, and computer science. We build real trading systems, deploy real strategies, and produce research-grade results.

Students from ETH Zürich, UZH, HSG or similar are welcome to apply.

Why Join

  • Work on real trading systems for the fund
  • Publish research and open-source libraries
  • Build a career-proof portfolio in quant finance

What We Work On

Our mission is twofold: build profitable trading strategies for the fund, and advance the science of quantitative finance through open-source tools and research.

Members choose their path: neural predictors, reinforcement learning agents, feature engineering, factor models, alpha discovery, or research replications of institutional papers.

Active Directions

  • Deep learning for market prediction
  • Reinforcement learning trading agents
  • Publishing an open-source Python trading library
  • Research paper: ML for time-series classification

Skills We Look For

You don’t need all of these — strength in one area is enough.

APPLICATION

Join the Quant Team

If you’re driven, analytical, and ambitious — apply.