What We’ve Been Up To
Projects
QUARCC Kick-Off
July 11th, 2024
- QUARCC is officially founded with the mission to establish Canada’s first student-led quant fund, offering hands-on experience in quantitative finance and algorithmic trading. We empower students to publish research, develop products, and compete internationally, combining academic rigor with real-world applications to drive innovation.
Crypto Arbitrage Bot
September 9th, 2024
- QUARCC’s Innovations Lab is developing a model to capitalize on multi-exchange cryptocurrency arbitrage opportunities. Led by the head of the innovation lab Lucas Miranda, it uses flash loans and bifurcation to profit from small price differences across exchanges.
Economicsense Collaboration
October, 2nd 2024
- QUARCC has partnered with an economic journal, pairing quant researchers with qualitative researchers to analyze diverse topics under experienced mentorship. This collaboration aims to blend quantitative and qualitative insights, culminating in published research that bridges data-driven and contextual approaches to economic analysis.
2nd at FIAM Hackathon
September 9th, 2024
- Won 2nd place at the Montreal FIAM Hackathon. The team built a meta-learning temporal fusion transformer served as a portfolio manager, guiding AI analysts specialized in momentum, options, sentiment, fundamentals, and sector clustering. It detected market regimes, optimized strategies, and dynamically adjusted trust in analysts, achieving superior risk-adjusted returns while leveraging advanced models like BERT for SEC filings and custom clustering for stability.
Real Estate Natural Disaster Pricing Research
November 29th, 2024
- Webscraping Zillow data to analyze natural disaster impacts on insurance premiums and house prices, researching whether real estate adequately discounts disaster risks or if prices remain inflated above their fair value.
Crypto Wallet Clustering Research
November 29th, 2024
- QUARCC is contributing to a research study exploring the relationship between cryptocurrency price changes and wallet activity, analyzing whether specific wallets or clusters exhibit patterns indicative of insider activity. The study aims to uncover links between transactions and market movements, shedding light on transparency and potential regulatory gaps in crypto markets.
DCF Automation Tool
November 29th, 2024
- Developing an automated DCF tool for Van Berkom program members to streamline company filing analysis, enabling faster and more efficient valuation processes.
QUARCC’s Trading Competition
March, 2025
- Montreal’s first student-led trading competition, featuring a commodity trading simulation where participants react to market-moving news. In partnership with McGill and other associations, this event tests trading skills in a dynamic, real-world-inspired environment.
Drink Simulation End-of-Year Event
May 2025
- QUARCC’s end-of-year event features a drink trading simulation where members trade vouchers in a dynamic market environment. Designed for fun and teambuilding, this innovative product has potential for corporate use, creating engaging, realistic trading experiences for teams.