A team of up-and-coming quants, or future quantitative analysts, from UC San Diego secured first place in QuantConnect’s 2025 Q1 Open Quant League, an international quarterly quantitative trading competition. The investment club is part of a student organization, Triton Quantitative Trading (TQT), and affiliated with the Jacobs School of Engineering’s Department of Computer Science and Engineering.
“This marks the second time that our models have won, reinforcing UC San Diego’s standing in the global quantitative finance community,” said Peeyush Jha, TQT president and one of five team members.
The league was announced in July 2024 as a quarterly student algorithmic trading competition hosted by QuantConnect. Each quarter, teams develop and showcase live trading strategies using the QuantConnect API, or Application Programming Interface.
This year’s TQT team is composed of three computer science students – undergraduates Peeyush Jha and Rudy Osuna and master’s student Jerry Yang – along with Marc Boudames, a mathematics undergraduate, and Carter Tran, a double major in data science and math-econ. The five of them competed with 30 teams from universities around the world to develop the most profitable investment strategy.
As the open-source trading competition rolls seamlessly into the next quarter, the TQT investment club faces increasingly stiff competition as teams adapt to survive. Still, they are confident their new strategy has tremendous potential, and in fact, it has already secured one of the top positions on the Open-Quant League leader board for 2025 Q2.
The TQT team’s impressive start in the league – with two wins in under a year – demonstrates real-world experience with the QuantConnect technology stack and could give participants a competitive edge with potential employers in quantitative finance. For now, they simply hope to blaze a trail for their peers.
“As some of our members approach graduation, we are actively recruiting new talent to continue this legacy and uphold UC San Diego’s position at the top,” said Jha.
Triton Quantitative Trading is a student organization established to support a collaborative ecosystem that fosters the joint creation of algorithmic, statistical, and trading models for students, while also ensuring they have access to comprehensive resources for continuous learning.
Founded in 2011, QuantConnect is an open-source trading platform for equities, FX, futures, options, derivatives and cryptocurrencies. It offers a complete suite of powerful cloud-based tools to research investment approaches, assess strategies with backtesting, and deploy for maximum returns.
--By Kimberley Clementi