Quant Trading & Investments

What we do

The Quant Trading & Investments division designs, backtests, and paper-trades strategies across asset classes. Members combine macro analysis, statistical signals, and structured risk management to test trade ideas in a simulated portfolio, with every decision logged for review.

Core activities

• $100,000 simulated paper fund on TradingView, launched January 2026. Every trade documented, win or lose.
• Strategy research: macro-driven, statistical, factor-based. Multi-factor entries beat single-indicator setups.
• External competitions: CFA AI Investment Challenge (2nd national), WorldQuant BRAIN, and more.
• Quant interview prep: weekly sessions on real past questions asked at Citadel, Jane Street, Optiver and similar firms.
• Risk management: position sizing, stop placement, leverage discipline modelled on professional discretionary trading.

How we work

Every paper trade follows a structured template: macro thesis, statistical signal, technical entry, explicit risk budget. Trades are sized so portfolio risk stays within 0.5% to 1% of NAV per position, with stops placed beyond obvious liquidity zones to avoid noise-driven exits.

After every closed trade we write a public post-mortem that gets published in Insights. The point is not to be right, it is to be reproducible.

Team

• Alexander Cookson, Head. MEng Mechanical Engineering. Commodities and volatility.
• Tom Speed, Associate. Economics & Politics. Trading internship experience.
• Leonardo Coiro, Associate.
• Charlie Webster, Associate.
• Tom Bailey-Burnley, Associate. MSc Mathematical Finance. FX arbitrage.
• Arsen Akylbekov, Analyst.
• Marcel Davis, Analyst. Mathematics.
• Imane Maroufi, Analyst. Maths with Finance. Stochastic modelling.

Recent

• Brent Crude trade, post Iran attacks, by Alexander Cookson & Tom Speed, 4 March 2026. Realized P&L +$2,179, +2.18% portfolio, +8.37% return on capital.