Quant Invest – quantitative investment competition hosted by QuantFin Foundation and CFA Society Poland and sponsored by TFI PZU S.A.. Teams, which take part in the competition, consist of university students currently pursuing Bachelor’s/Master’s/PhD degree. Competition task is to develop a quantitative method of portfolio construction, which uses financial, non-financial and economic data that allows to determine the sentiment and economic perspectives. Possible applications of solutions in portfolio management and innovation (understood as application of mathematical and machine learning methods) among others will be important from the perspective of evaulation of works.
Teams qualified to Phase II
KNMF
DataMiners
The Groovy Weasels
PortfolioSpec
Analytically Challenged
KBM
Wanna Li i spółka
Contact: quantinvest@quantfin.org
Awards for the best teams are as follows:
internships in
TFI PZU S.A.
CFA scholarship
Competition is divided into two following phases
till 13th January, 2019
till 17th March, 2019
till 12th May, 2019
Organisers provide historical data of valuation of funds, which are exposed to the specific class of above mentioned assets. During the process of portfolio construction you have to take into account both economic situation and risk profile of the client. We assume that your client is a 40-year old man, who is saving money for retirement and his portfolio should have investment risk, measured by SRRI, on the level of 3 or 4. Proposed method of portfolio construction should be flexible, in the sense that allows to create portfolio for the arbitrary chosen one-year interval, which starts in the future. In the process of evaluation of economic situation you can use data, which is publicly available. What is more, you have absolute freedom of choice of methods of portfolio construction but please note that you have to clarify the thought process behind your ideas and verify method on the basis of historical data. Solution of the exercise should be written in the form of report, which has to fulfill requirements presented in the section 2.3.3 Written Reports in Rules.
Competition entries will be judged by representatives of
Partner and Organizers.
TFI PZU S.A.
CEO
TFI PZU S.A.
CIO
TFI PZU S.A.
HEAD OF QUANT TEAM
Quant Invest is hosted by QuantFin Foundation and CFA Society Poland
and sponsored by TFI PZU S.A..
Contact: quantinvest@quantfin.org
Foundation for Professional Development in Quantitative Finance was established in 2012 in response to the challenges of quantitative approach towards financial markets. Foundation popularises and takes an active part in enhancing the use of quantitative methods, data science in research, digital economy and risk management.The aim of the Foundation is to provide a platform for the ambitious student of maths, physics, quant methods and IT to develop interest and support their search for best workplace.
CFA Society Poland is one of the 146 member societies of CFA Institute. It was established on April 14th, 2004. There are local member societies in more than 70 countries/territories, and have more than 135,000 members in 150 countries/territories.
The Society promotes the highest ethical standards in Polish investment community. CFA Society Poland gathers professionals involved in broadly defined investment and financial management. This group includes portfolio managers, financial analysts, investment advisors, risk managers and many other finance professionals.
TFI PZU is one of the largest investment Fund in Poland in terms of assets under management. At the end of November 2018 amounted over PLN 30 billion. The company is one of the pillars of the investment division of the PZU Group - PZU Inwestycje.
TFI PZU has one of the largest portfolio management and analysts team in Poland. As the first institution on the polish financial market, it created a professional team of quants that uses quantitative methods to invest. All this allows TFI PZU to offer a diverse range of products and services tailored to the investment profile and individual preferences of clients.
QuantFin
CFA Society Poland
CFA Society Poland
QuantFin
QuantFin
QuantFin