Munich Quantitative Research Collective
We are a student-led quantitative trading club at TU Munich, operating as a simulated proprietary trading firm. We don't just discuss markets — we build systems.
// WHO WE ARE
We believe algorithmic trading is one of the most intellectually demanding and creatively open fields on Earth. At muniQuant, we learn by building.
Universities are usually theory-oriented. Most concepts stay in lectures instead of being applied in practice. muniQuant bridges that gap, providing the practical, collaborative platform students won't get in the classroom.
We operate like a real proprietary trading firm. Our members work hands-on from day one on real problems, building production-grade infrastructure that processes real-time market data. We're translating ideas into working systems, data into decisions, and theory into measurable results.
Founded in November 2025 at TU Munich's Garching campus, we're on a mission to create Munich's premier quantitative engineering lab — a place where Math Olympians, hackathon winners, and software engineers come together to build something extraordinary.
// OUR STRUCTURE
muniQuant operates as a simulated proprietary trading firm with three specialized departments. You will be assigned to one based on your skills and interests.
FIND THE ALPHA
Responsible for hypothesis generation, data analysis, and mathematical modeling. We mine data, formulate strategies, and rigorously backtest to ensure robustness.
BUILD THE ENGINE
Build the infrastructure that allows research to be executed. From low-latency execution systems to exchange simulators and DevOps pipelines.
MANAGE THE RISK
The bridge between the market and algorithms. Setting limits, monitoring systems, optimizing portfolios, and analyzing execution quality.
// OUR PRINCIPLES
Contributions matter more than credentials. Everyone can lead, teach, and create.
Every idea must translate into code or an experiment. We learn by doing.
Share what you know. Documentation compounds knowledge.
Iteration beats perfection. When strategies fail, we extract lessons.
The market punishes arrogance. We value admitting when we're wrong.
// OUR TECHNOLOGY
Our proprietary event-driven trading system that exploits market opportunities through dual-interpreter analysis.
Our system combines event-driven analysis with quantitative price data processing. When both interpreters agree, we place a trade — this confluence approach increases conviction and reduces false signals.
We're looking for ambitious students who want to learn by doing. Whether you're a mathematician, coder, or aspiring trader — if you're ready to build real systems, we want you.