Workshops built for quants

A series of hands-on workshops for quants, led by Arnav Sathe, that takes you from model theory to live execution.

As Amsterdam Investment Club, we offered the opportunity to attend these sessions to develop your quantitative skills and become a true trading quant. We recommend you to have core mathematical skills and base knowledge on financial markets to attend these sessions.

In the third workshop of the series, teams presented the quant strategies they had been building throughout the program, from model theory to live execution.

The challenge: design a macro volatility overlay, pricing and trading options on futures (KC, SPX, EUR/USD), combining iron condors & ATM straddles with realistic execution, slippage, and delay. From Black-76 pricing to risk/reward discipline, the focus was turning volatility theory into something tradable.

The winning team, Derek Nigten, Alessandro Plett and Marco Eichenberg, developed a strategy built on PCA and various mathematical techniques, resulting in a robust strategic framework. Alessandro and Marco flew in from Italy that morning; the teammates originally met through our club while both looking for a team. A great example of how our community is becoming increasingly international.

Participants received Sophron® Certifications for completion of this stage, as it was a core component of our workshop series.