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Caltech Quantitative Finance Group

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. Welcome to the website of the Caltech Quantitative Finance Group. We are a student run research group working in collaboration with the Caltech HSS department on topics in applied finance. While we are primarily based at Caltech. We are responsible for maintaining CHSD, the Caltech Historical Stock Database. Work in our group offers valuable experience in translating the theory l...

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Caltech Quantitative Finance Group | quants.caltech.edu Reviews

https://quants.caltech.edu

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. Welcome to the website of the Caltech Quantitative Finance Group. We are a student run research group working in collaboration with the Caltech HSS department on topics in applied finance. While we are primarily based at Caltech. We are responsible for maintaining CHSD, the Caltech Historical Stock Database. Work in our group offers valuable experience in translating the theory l...

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1

Historical Stock Data

http://quants.caltech.edu/historical-stock-data.html

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. Caltech Market Data Guide. 11/20/2015 - Added information about sources for index constituents and CUSIP lookup. Due to frequent inquiries regarding research ready market data, we have put together a quick guide to answer common questions. Click Here for listing of On-Campus Resources. For alumni and non-Caltech users, there is a wide selection of stock market data available for ...

2

Caltech Quantitative Finance Group

http://quants.caltech.edu/facilities.html

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. In addition to CHSD (Caltech Historical Stock Database), we run an Unix based high performance computing cluster for research and development purposes. The cluster gives direct terminal access to CHSD and allows users access to our shared code base which greatly facilities analysis of financial data and model backtesting. In addition, the following software is installed:.

3

Caltech Quantitative Finance Group

http://quants.caltech.edu/partners.html

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group.

4

Caltech Quantitative Finance Group

http://quants.caltech.edu/articles.html

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. How And Why Kraft Surged 29% In 19 Seconds. October 5, 2012). Insights from a Derivatives Salesman. November 9, 2008). The Reckoning - How Merrill Lynch Faltered and Fell. November 8, 2008). Regulators May Curb Currency Derivatives in Asia. November 5, 2008). Options fear gauge dives as U.S. stocks surge. October 28, 2008). Introduction to CBOE VIX. Use the VIX to Buy Stocks.

5

Caltech Quantitative Finance Group

http://quants.caltech.edu/news.html

Caltech Quantitative Finance Group MC 228-77 1200 E. California Blvd., Pasadena, CA 91125. Caltech Quantitative Finance Group. Campus Recruiting Event Announcement - 10/15/2012, WorldQuant, 4-6PM @ 414 South Holiston, Red Room - Conference Room. Caltech Quant Group is happy to announce that we now have a subscription to the QuantQuote. Added 3 months of tick resolution data. Added over 900 ETFs to CHSD. Scheduled downtime. Computing cluster will be unavailable from 5PM to 8PM PST.

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