FINAL GALA

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

Awards for the best teams are as follows:

FIRST
PLACE

15 000 PLN

internships in

TFI PZU S.A.

CFA scholarship

SECOND
PLACE

10 000 PLN

 

THIRD
PLACE

5 000 PLN

 

PHASES

Competition is divided into two following phases

REGISTRATION

PHASE I

Competition task Phase I

Solution till 17 March 2019
By means of quantitative methods propose a method of investment portfolio construction for the one year interval. Your investment spectrum consists of investment funds based on the following class of assets:
  • Cash
  • Polish Bonds
  • Polish Stocks
  • Developed Market Bonds
  • Emerging Market Bonds
  • Developed Market Stocks
  • Emerging Market Stocks

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.

GRADERS

Competition entries will be judged by representatives of
Partner and Organizers.

PROF. KRZYSZTOF JAJUGA

CFA POLAND
PRESIDENT

MARCIN ADAMCZYK

TFI PZU S.A.

CEO

MARCIN WLAZŁO

TFI PZU S.A.

CIO

KONRAD AUGUSTYŃSKI

TFI PZU S.A.

HEAD OF QUANT TEAM

MAREK BARDOŃSKI

SIGMOIDAL
HEAD OF AI

MICHAŁ JAWORSKI

QUANTFIN
MIM UW

WOJCIECH ZDUNKIEWICZ

QUANTFIN CEO

Application Form for participation in the Quant Invest

* mandatory field
  1. moje dane osobowe będą przetwarzane w celu organizacji i przeprowadzenia Konferencji przez oraz w celu dystrybucji materiałów i informacji dotyczących ww. Konferencji , na podstawie zgody udzielonej przeze mnie poprzez wypełnienie powyższego formularza rejestracyjnego,
  2. odbiorcami moich danych osobowych mogą być w szczególności podmioty świadczące na rzecz CFA usługi informatyczne, archiwizacji oraz zatrudnione do obsługi ww. Konferencji ,
  3. moje dane osobowe będą przechowywane do roku czasu od zakończenia ww. Konferencji oraz dystrybucji materiałów i informacji po konferencji,
  4. posiadam prawo dostępu do treści swoich danych oraz prawo ich sprostowania, usunięcia, ograniczenia przetwarzania, wniesienia sprzeciwu, a także prawo do przeniesienia danych,
  5. mam możliwość wycofania zgody, przy czym wycofanie zgody nie wpływa na zgodność z prawem przetwarzania danych osobowych, którego dokonano na podstawie zgody przed jej wycofaniem
  6. przysługuje mi uprawnienie wniesienia skargi do Prezesa Urzędu Ochrony Danych Osobowych,
  7. podanie moich danych osobowych jest dobrowolne, jednak ich niepodanie uniemożliwi uczestnictwo w ww. Konferencji. (*)

ORGANISERS

Quant Invest is hosted by QuantFin Foundation and CFA Society Poland
and sponsored by TFI PZU S.A..
Contact: quantinvest@quantfin.org

QuantFin

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

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 S.A.

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.

TEAM ORGANIZATION
  • IRYNA BAZAKA

    QuantFin

  • MONIKA GRABEK

    CFA Society Poland

  • JAKUB JAŃSKI

    CFA Society Poland

  • MICHAŁ JAWORSKI

    QuantFin

  • KAMIL KORZEŃ

    QuantFin

  • WOJCIECH ZDUNKIEWICZ

    QuantFin