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The Quantitative Finance Lab is a research group at the Beedie School of Business focused on modern financial markets in which prices are shaped by trading flows, algorithms, and market frictions, rather than by fundamentals alone. Our research studies how risk is priced, how information is incorporated into prices, and how derivatives and high-frequency data can be used to measure expectations, risk premia, and investor behavior. More broadly, we are interested in understanding what determines expectations, how market structure affects prices, and how incentives shape market participants’ behavior.

We are particularly interested in markets where Finance theory and new market structures interact, such as digital asset markets and decentralized exchanges.

Research Areas

• Asset pricing and risk premia

• Digital assets and derivatives markets

• Market microstructure and trading

• Machine learning and data-driven finance

For Students

We welcome students who are interested in quantitative finance, digital assets, and data-driven research. Most of our projects involve coding in Python and working with large financial datasets. The lab meets weekly, and students are welcome to attend meetings to learn more about current projects and ongoing research.

If you are interested in joining the lab, please get in touch and include a short description of your background and research interests.