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FGV QUANT

Quantitative Finance League · FGV-SP

Quantitative finance, with rigor.

Research, systematic strategies and technical training for Brazil's next generation of quants.

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Illustrative simulation

Members and trainees42
Newsletter issues12
Podium and top-10 finishes5

Past partnerships

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  • Goldman Sachs
  • Morgan Stanley
  • J.P. Morgan
  • XP Inc.
  • Giant Steps Capital
  • Safra
  • Avantgarde Asset Management
  • blūmi
  • B3
  • Schonfeld
  • Bayes Capital Management
  • Itaú Asset Management

Mathematics, statistics and code applied to markets

Founded in 2021, FGV Quant brings together FGV-SP students interested in quantitative finance.

What we study

  • Derivatives

    Pricing, Greeks and implied volatility applied to options and other derivatives.

  • Machine learning

    Statistical and machine-learning models, from regressions to LLMs, applied to markets.

  • Algorithmic trading

    Systematic strategies, backtests and trading bots.

  • Quantitative research

    Factor investing, risk and critical reading of the academic literature.

  • Python & data

    Technical training in programming and data.

Learn more about the league

What is Quant?

The three pillars

Hover or tap to explore

TechnologyFinanceModelingComputingProgrammingProcessesAutomationETLTradingEconomicsFactorsPricingMarketsModelingStatisticsOptimizationMathematicsQuantDevDataScienceEconometricsQuant

CoreQuant

Where all three meet: rigorous models, implemented in code and applied to markets.

FGV Quant Capital

Our simulated portfolio

Members practice portfolio construction, risk management and monthly reporting in a simulated fund.

  • Pairs trading
  • Momentum
View FGV Quant Capital

Cumulative return since inception

Simulated fund
+18.34%

through August 2026 · CDI over the period: 17.44%

Annualized volatility
5.82%
Sharpe ratio
0.11

Projects and competitions

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The monthly newsletter

People, strategies, news and opportunities from the quant world, every month on LinkedIn (in Portuguese).

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Sep 2026SummaryIn Portuguese

FGV Quant Insights: Setembro de 2026

Coluna convidada de Bruno Drezza (Vault Capital) sobre por que risco é uma estimativa, não um número: VaR, Expected Shortfall e EWMA vs. FHS-GARCH aplicados ao Bitcoin. Também: Merton, volatility targeting e Margin Call.

  • Risco
  • VaR
  • Volatilidade
  • Coluna convidada
Read summary

Classes, visits and competitions

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  • Oct 15, 2026Presentation at Itaú Asset

    EventInvited by Rafael Lavrado, two of the league's Quant AI semifinalist groups presented their strategies and got feedback.

  • Oct 7, 2026AI and machine learning class with Rodrigo Togneri

    ClassFeature engineering to detect anomalous market events, with the FGV EAESP professor. With FGV Tech.

  • Sep 25, 2026Quant AI Challenge 2026: two teams in the top 10

    CompetitionIn Itaú Asset's university challenge, with over 1,300 groups, the Alpha Helix and El Dorado robots finished in the top 10.

  • Aug 28, 2026Visit to Vault Capital

    VisitBrunno Drezza, head of quantitative research, presented the crypto asset manager's challenge. With FEA.dev and IQF.

  • May 22, 2026Itaú Asset Day

    EventA conversation with CEO Carlos Augusto Salamonde, the Quant AI 2026 kick-off and a panel of former finalists.

Want to join the league?

Follow the recruitment process and learn how to apply.

Recruitment process