Quant Awards

ARE YOU A STUDENT IN FINANCE? 

The European Quant Awards are now open to all university students interested in quantitative finance.

Submit an innovative research paper in quantitative finance for a chance to win one of the 3 prizes below.​  If you are writing your Master's or Bachelor's dissertation, you could summarize your paper, but the competition is open to any student who wishes to submit a paper.

  • 1st PRIZE:  €3,000 + trip to the award ceremony
  • 2nd PRIZE: €2,000 + trip to the award ceremony
  • 3rd PRIZE:  €1,000 + trip to the award ceremony

What is quantitative finance?

Quantitative finance is the use of mathematical and statistical models and large datasets to analyze financial markets and securities. In previous editions of the European Quant Awards, we have received papers with diverse approaches and methodologies. More than a century after the seminal work of Louis Bachelier, the quantitative approach to financial markets, driven by machine learning and AI, is evolving from niche to mainstream.

Winning this competition would be very valuable to highlight your skills to future employers!

2023 winners 

  • 1st prize: Latent Factors in Private Markets - Bakken & E. Vorpenes - BI Norwegian Business School
  • 2nd prize: Interest rate sensitivity of risk measures in European and exotic options - Nicolas Manelli - Paris
    Dauphine University
  • 3rd prize: Single factor modeling, building a financial stress index - Louis Briens - Natixis Investment Managers
    International

2022 winners 

  • 1st prize: Private Equity Target Selection Using Artificial Intelligence - Julian Schneider - Trinity College Dublin
  • 2nd prize: Extreme co-movement between the US equity market and geopolitical risks - Shengyu ZHENG - ESSEC Business School
  • 3rd prize: Has Manipulation in the VIX Decreased? - Tim Baumgartner - Ulm University 

2021 winners 

  • 1st prize: Reinforcement Learning vs 1/N and Mean-Variance Optimization In The Portfolio Allocation Problem' - Matus Jan Lavko - Utrecht University, Economics and Business Economics
  • 2nd prize: Selection of securities for collateralized debt obligations contracts: an optimization approach applied to European SME loan portfolios - Matthieu Jonard - UC Louvain, CEMS Master in International Management
  • 3rd prize: Who Are the Socially Responsible Investors? A Machine Learning Approach - Sul Kim - Tilburg University, Master in Finance 

Other examples

  • Measuring the effects of fluency of company names and tickers on stock returns
  • Safe and fear: Is there a "safe haven" against investor fear? Evidence from quantile-on-quantile regression 
  • Empirical Asset Pricing and Dynamic Portfolio via Machine Learning 
  • Countering racial discrimination in algorithmic lending: A case for model-agnostic interpretation methods
  • The effect of geopolitical risks on stock returns and volatility of European companies
  • The impact of passive investing on corporate valuations
  • The Effect of Central Bank Communication on Stock Market During Covid-19

REGISTRATION 

Candidates should register before 30 June using this link. (registration page is currently closed)

ELIGIBILITY

Quant Awards are open to university students and interns in quantitative finance regardless of their speciality. Professional experience must be limited to internships, which should not exceed 3 years in total. Applications are free. 

FORMAT

The report must be written in English and it should be a maximum of 7 pages long (excluding appendices).

SUBMISSION

Students must submit their original research focusing on the topic of Quantitative Finance. The report should concentrate on important, practical, and innovative topics. It can consist of a final year dissertation, internship report, or work carried out specifically for the Quant Awards.

USEFUL DOCUMENTS AND LINKS

JUDGING

The judging panel consists of 8 judges, including a Super Judge. The panel may call on external experts as required. Reports are judged anonymously. Two judges will mark each submission. Their mark is a weighted average of four criteria:

  • Applicability and relevance (30%)
  • Innovation (30%)
  • Accuracy and completeness (30%)
  • Presentation (10%)

The six papers with the highest scores will progress to the final.

The Super Judge will determine the 3 winners. Decisions may not be appealed.  

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