Sign In

​​​​​​​​​​​​QA logo 2018 revised.jpg​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​

 Student in Finance? This is the Award for You!

Are you currently in the process of writing your thesis (Master or Bachelor) about a quantitative finance subject? Enter the QuantAwards competition! Submit an innovative research report in quantitative finance for a chance to win one of the 3 prizes below.​

More than a century after the seminal work of Louis Bachelier, the quantitative approach to financial markets has become omnipresent.

Nowadays, many investment outfits specialize in research, development and implementation of systematic trading strategies, while other active asset managers have added quantitative strategies to their business lines. Individual clients may also now delegate management of their portfolios to robo-advisors.

These are just few manifestations of the changing landscape and we believe that quantitative portfolio management will become ever more important because of the discipline offered by the scientific approach and full automation of the investment process.

Are you currently in the process of writing your thesis (Master or Bachelor) about a quantitative finance subject? And do you have the confidence to present your dissertation to an expert panel, selected by the CFA Societies participating in the project? If you are in for a challenge and if you would like to make an impact in the field of quantitative investing, the CFA European QuantAwards are for you!

You will be asked to summarize your Master's or Bachelor's dissertation and submit your paper (according to these guidelines) in order to have a chance of winning one of the 3 prizes below:
 
1st PRIZE:  €2,000 + CFA Program Exam registration
2nd PRIZE: €1,000 + CFA Program Exam registration
3rd PRIZE:  €500 + CFA Program Exam registration

​​Register Now.jpg

 

 ​
The 2019 QuantAwards will be the 9th edition of QuantAwards, and the 5th European edition with the cooperation of CFA Society France, CFA Society Ireland and CFA Society VBA Netherlands.  Download the QuantAwards 2019 Flyer.

 
View the 2018 winning report by Sarai  Murillo Val, Queen's University, Belfast, Northern Ireland:  Using Investors' Sentiment to Forecast UK Market Volatility
​View the 2017 winning report by ​Joseph Comisi, Dauphine University, France​: Impacts of macroeconomics forecast errors on volatility smile

This year we encourage even more students to participate.  On behalf of the CFA Society VBA Netherlands, Bob Jansen is your contact person.

 Schedule 2019

  • Launch of project: ​​​30 ​​April 2019
  • Registration deadline:  30 June 2019
  • Final dissertation due:  31 August 2019 
  • Results will be announced: Mid-October 2019
  • Award Ceremony: TBA 1Q2020 
 
 

 Components

  • Dissertations should focus on a portfolio management issue.  The subject covered must include a strong practical element that has relevance to finance practitioners as well as academics
  • Marking criteria are: Presentation, Accuracy and Completeness, Applicability and Relevance, and Innovation.
  • Submissions must be between 5 and 7 pages and be written in English
  • The dissertation can be accompanied by appendices that the candidate considers appropriate
  • Entry is free

 In partnership with

 

 

 Sponsors

IrishLifeLogo.png

 

 Testimonial

"Last year, Jacques Olivier, HEC Paris Master of Finance program director sent an email out encouraging all students to have a look at this quantitative competition.

At the time I was reading about Martin "Buzzy" Schwartz's trading strategies and ​wondered if I could model some of them. I was generally more into fundamental than technical analysis, but next to classes and exams and CFA preparation it was tough to find time and energy to continue my own analysis.

The Quant Awards allowed me to combine something I wanted to anyway with a little extra motivation.

The prize in mind and a deadline helped me to continue working on my investment model. The guidance was pretty straight forward, and for any questions I had, CFA France was super responsive and helpful. I am really happy now that I participated, because I would still have an unfinished investment model laying around, and while the prize money was needed, the publication of my work on the web is overly exciting as well."

Matthias Sigrist, 1st Prize Quant Awards 2012