Student Systematic Investment Labs ยท UNSW
Trading research, tested in public.
A UNSW student collective that builds, tests and reviews systematic trading research across finance, statistics and computing.
01
Research
02
Engineering
03
Review
What we do
Research, code and review.
01
Research
Start with a market question. Write the reason it might work, the data it needs and what would prove it wrong.
02
Engineering
Make the data, backtests and reports reliable enough that someone else can rerun the work without guessing.
03
Review
Bring the idea back to the room. The group checks the assumptions, the code, the costs and the result.
How we work
Each project follows six stages.
It is a checklist before anyone takes a result seriously.
01
Hypothesis
Write down why the signal might exist before fitting anything.
02
Data & Assumptions
Define the universe, frequency, look-ahead controls, costs and execution assumptions.
03
Backtest
Build a reproducible baseline before tuning parameters.
04
Robustness
Run out-of-sample, sensitivity and regime tests. Check drawdown and concentration.
05
Review
Put the work in front of the group and write down the objections.
06
Evolution
Revise, narrow or stop the project based on what survived.
Join
Join the work.
The group is early. If you can take on a small piece of research, code or validation and bring it back for review, there is useful work to do.