CUATS

Cambridge University
Algorithmic Trading Society

 

 

Events

This talk explores a framework to infer context, based on trading patterns and market information, to forecast directional price momentum.

CUATS is excited to host a Speaker Series talk in Easter term 2023 titled "Utilizing Deep Learning with Order Context for Price Momentum Forecasting," by Robert De Witt, Managing Director and Head of Quantitative Strategies Group Algo, Equities, EMEA at Bank of America Merrill Lynch and Dr. Ilya Shenzyon, Vice President, Quantitative Researcher in Quantitative Strategies and Data Group for EMEA Equities Execution at BofA Securities.

The talk will take place on Wed, 10 May, 2023 in the Auditorium (first floor), The Old Divinity School, St. John's College, Cambridge

https://map.cam.ac.uk/Old+Divinity+School#52.207820,0.118285,17,52.207784,0.118328

To attend, please register at: https://cuats_event55.eventbrite.co.uk

About Us

The Cambridge University Algorithmic Trading Society (CUATS) is the first student society in Cambridge to promote the understanding of algorithms and their applications in financial trading. CUATS aims to provide interdisciplinary education on algorithm development and the basics of financial investment strategies.

Members

Yearly Events

Years Active

Hours of

Coding Sessions

What We Do

Speaker Series

 

We host outstanding, accomplished individuals across academia and industry in a series of talks and seminars held throughout the academic year. Academics discuss their research in quant finance, and industry experts share their experiences in real-life automated trading.

 

Coding Sessions

 

Our fortnightly Sunday coding sessions introduce basic to more advanced algorithmic trading strategies that profitably capture anomolies in the market based on sound mathematical concepts and statistical analysis techniques.  During the sessions, you learn how to implement systematic trading ideas in code.

These are hands-on, in-person sessions for Cambridge students.

Industry-Sponsored Workshops 

 

Our workshop events with our sponsoring companies and top industry employers enable members to participate in trading simluations, brain teasers, market making games, case studies, and to meet quant traders and recruitment leads.

Fireside Chat Series

 

To complement our Speaker Series, we initiated the Fireside Chat Series to highlight the experiences of current students and recent graduates who have either completed internships or are working in the quant finance industry. We organise a roundtable during Michaelmas term to coincide with the recruitment season and ask our colleagues questions about the interview process, first assignments on the job, and generally what it's like to work at the firm they are employed at.

 

Conference

 

CUATS hosted its thid annual Quant Conference on 1 March 2024 bringing together leading experts in the quant fields of alpha generation, portfolio optimisation, execution, and risk management.  Full bio details of the speakers and the programme and abstracts of talks may be viewed at https://cuats.co.uk/conference2024

Details of previous years' conferences may be viewed at

https://cuats.co.uk/conference2023 

https://cuats.co.uk/conference2022 

Gala

 

The third annual CUATS Gala was held on 14 June 2024.  This flagship event of the society, held in the Cambridge Union, is a formal black-tie event where members of the society are paired with industry sponsors for dinner, providing an exceptional opportunity for networking and career advancement.

https://cuats.co.uk/gala2024

Previous years' CUATS Galas 2023 may be viewed at

https://cuats.co.uk/gala2023

https://cuats.co.uk/gala2022

Challenge - Coding Competition

 

Our annual coding competition designed to showcase Cambridge University talent in developing the best trading algorithms using a combination of novel ideas, alternative datasets, and clever execution approaches.  The coding competition runs for two months over winter break from the beginning of November to the start of Lent term in January with team presentations and winners announced in February after backtesting and out-of-sample, live testing of submissions.

Awards include Amazon gift vouchers and CUATS merchandise!

  https://cuats.co.uk/challenge2024

Previous CUATS Challenge - Coding Competitions may be viewed at

https://cuats.co.uk/challenge2023 

Insight Days

 

An initiative to arrange in-person site visits to some of the leading quant firms in London and other cities, providing a real-life glimpse into the life of a quant trader, quant researcher, and quant developer and strengthening the society's connections to its sponsoring companies.   

Fed Day Social

 

A social gathering of members to watch the Fed Chair's press conferences and to live trade around the eight FOMC interest rate announcements that occur per year, explain the rationale behind the executed trades, and further develop our abilities to codify opportunitistic trading strategies. These mini-competitions contrast with the annual CUATS Challenge - Coding Competition which is longer in duration and focuses on lower frequency algorithmic trading strategies which is our main focus in the Coding Sessions.

Brain Teasers

 

Launched in October 2023, this initiative aims to hold regular practice sessions on a fortnightly basis to review and share different approaches to solving quant firm interview questions with a focus on probability and statistics questions. 

Leetcode Sessions

 

Launched in Summer 2024 to supplement the Brain Teaser Sessions by solving weekly medium-to-hard level leetcode questions similar to those typically encountered in quant firm interviews.  

Mini-Projects

 

An initiative in Summer 2024 to examine some of the key topics of interest to the quant finance industry in more depth than a Coding Session. Examples include: computing implied volatility and constructing volatility surfaces, exploring different models to price options, and taking a deep-dive into Limit Order Book dynamics and microstructure.

Hackathon

 

The inaugural CUATS Hacakthon held in August 2024 was a 24-hour virtual competition to implement an optimised portfolio within strict risk management constraints.  We hope to organise more algorithmic trading hackathons in the future and have them be live, in-person events in Cambridge!

Future As Yet Undefined Activity

 

See a gap in our current events? Have an idea for a quant finance related activity you want to actualise?  We're always interested in constructive feedback and suggestions to develop new initiatives for the society to better serve its members.   

Committee

The Cambridge University Algorithmic Trading Society (CUATS) 2024/2025 Committee members are:

Contact Us

 

If you have any questions or suggestions, feel free to reach out to us

Address:

Cambridge University Algorithmic Trading Society

University Centre, 3rd Floor

Granta Place, Mill Lane

Cambridge  CB2 1RU

United Kingdom

 

E-mail:

president@cuats.co.uk

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Contact Us

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If you have any questions or suggestions, feel free to reach out to us!

 

E-Mail: ____@cuats.co.uk

 

Post Box

Cambridge University Algorithmic Trading Society

SU Building, 17 Mill Lane

Cambridge, CB2 1RX

 

 

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Meet the Committee

Farouk Hadeed

President

Farouk is the president of the society

Christos Antonopoulos

Vice President

Christos is a second year enginneering student in Homerton College

Alex ...

Description

Description

Name..

Role

Description

About us 

 

The Cambridge University Algorithmic Trading Society (CUATS) is the first student society in Cambridge to promote the understanding of algorithms and their applications in financial trading. CUATS aims to provide interdisciplinary education of algorithm development and the basics of financial investment strategies. In the forms of workshops, networking sessions and tutorials (code writing of your own investment strategies), we wish to provide our members the necessary skills and the many opportunities to pursue a career in the financial industry as well as in the big data industry.

Vision

 

The Cambridge University Algorithmic Trading Society  is the first student society in Cambridge to promote the understanding of algorithms and their applications in financial trading. CUATS aims to provide interdisciplinary education of algorithm development and the basics of financial investment strategies. In the forms of workshops, networking sessions and tutorials (code writing of your own investment strategies), we wish to provide our members the necessary skills and the many opportunities to pursue a career in the financial industry as well as in the big data industry.

Mission

 

The Cambridge University Algorithmic Trading Society (CUATS) is the first student society in Cambridge to promote the understanding of algorithms and their applications in financial trading. CUATS aims to provide interdisciplinary education of algorithm development and the basics of financial investment strategies. In the forms of workshops, networking sessions and tutorials (code writing of your own investment strategies), we wish to provide our members the necessary skills and the many opportunities to pursue a career in the financial industry as well as in the big data industry.