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Research
We develop and rigorously backtest quantitative strategies across asset classes, drawing on academic finance, econometrics, and machine learning.
University of Connecticut
Husky Quant Group
HQG is the University of Connecticut's first student-run systematic fund, focused on researching financial markets and deploying live strategies. Keep up with our work through our blog posts.
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About HQG
We're building the largest student-run systematic fund in the U.S.
At HQG, we're on a mission to compete at the national level. By uniting some of the brightest minds in Mathematics, Engineering, and Finance, we hope to foster an inclusive, educational, and collaborative community while making novel contributions to the field of quantitative finance.
Engineering
From research tools to execution systems, we build production-grade infrastructure to accelerate the development and deployment of strategies.
Deployment
Our strategies do not live in notebooks. We deploy live systematic strategies with real risk management, position sizing, and performance monitoring.
$26,000
AUM
19
Members + Alumni
100%
Placement Rate
$140,000
Median Starting Salary
Sponsors
Partners powering HQG research.
Carbon Arc gives HQG access to alternative datasets like credit card activity, foot traffic, TikTok Shop metrics, and other real-world behavior signals so our research can validate ideas against cleaner evidence.
DataBento provides direct exchange feeds and L3 order book data across equities, futures, and options, giving our engineers and researchers the market structure detail needed for liquidity and higher-frequency work.
From the Blog
Welcome to HQG
How HQG is building a student-run systematic fund around live capital, quantitative research, production engineering, and real accountability.