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Academic Competition

The Chicago Quantitative Alliance (CQA) Annual Academic Competition will be held at its annual conference in September. 

Competitive papers are invited from all non-tenured faculty and students who wish to apply. Preference will be given to those papers which have direct applicability to investment management in one or more of the following areas: Security Valuation/Pricing, Factor Models, Strategic or Tactical Asset Allocation, Risk Budgeting, Optimizing the Allocation of Risk Capital, Multi-period Portfolio Problems, and Performance Attribution.

Only complete papers will be considered in this competition. In addition, the primary author must be either non-tenured faculty or a student. The top three submitted papers will be asked to present at the CQA Annual Meeting in September. A copy of the paper presented at the Conference will be made available to members attending the conference.

Cash awards of $3000, $2000, and $1,000 will be given to the first, second, and third place finishers in the competition. Criterion for awards will be based on both presentation quality and content of interest to practicing investment professionals. Travel expenses will be reimbursed and presenters are invited and encouraged to attend the entire two day conference.

This is an excellent opportunity for academic researchers to receive valuable feedback on their work from practicing investment professionals. The conference is a members-only event and the attendees represent all of the major investment firms involved in quantitative investment strategies. For a list of firms represented by our members, use the Affiliated Firms link.

Instructions for Contributors:

1. Please send via e-mail a Word or PDF file of the paper to Melissa Allison at  melissa@cqa.org

    If you have any questions please call Melissa at 708-445-9488

2. The cover page must have title, author(s), name, affiliation, and contact phone numbers, and/or e-mail address. Also, please include a one-page abstract.

3. In the e-mail please provide information regarding the tenured status of each author at his/her respective institution.