MSF students place second at CQA Investment Challenge

A group of eight MSF students and their mentor landed a second-place win at the 2020 Chicago Quantitative Alliance Investment Challenge.

The Chicago Quantitative Alliance “is a professional investment organization comprised of leading quantitative investment practitioners.  The CQA membership includes investment managers, academics, plan sponsors, consultants, and other investment professionals.  The primary goal of the CQA is to facilitate the interchange of ideas between quantitative professionals.” (CQA Website).

The Investment Challenge allows students to experience every aspect of portfolio management through the Stock-Trak investment simulation platform. Teams are judged on their return value, risk adjusted return and a presentation on their strategy.

Olin’s team consisted of eight students, as well as Cobo HE, MSFQ ’20.

• Yitong Cai, MSFQ ’20
• Jie Cheng, MSFQ ’20
• Miao HE, MSFQ ’20
• Xinyuan Hu, MSFQ ’20
• Yiming Huang, MSFQ ’20
• Aurora Liu, MSFQ ’20
• Jingqui Zhao, MSFWAM ’20
• Weihao Zhou, MSFQ ’20

Other winning teams included UC San Diego in first place and Union College in third.

Cobo He, student advisor, expressed gratitude for the faculty who worked with him and his fellow students. “I’m especially grateful to Profs. Guofu Zhou and Hans Fredrikson, who gave us some useful investment advice and shared their insights to help us. And Professor Timothy is so responsible and did a lot to follow up and help us.”