Full Story News Events Research Stevens High Frequency Trading Competition 2025 (HFTC-25) – Apply Today! The School of Business at Stevens Institute of Technology is excited to announce that we will be hosting a High Frequency Trading Competition which is open to all undergraduate and graduate students enrolled in any accredited university. In this unique team trading competition, the teams will develop their own code
Full Story Events SCATC - Spring 2022 HFSC is proud to announce Trading competition which will last for 5 days during 04/08 – 05/06. For further information kindly refer to the attach document. So hurry! SCATC S2022 final 1 SCATC_S2022_final-1.pdf 4 MB download-circle
Full Story Events The Equity Risk Premium: Unified Modeling and Python Automation The US equity risk premium (ERP) is discussed in the context of broad-based market indices. The forward-looking ERP is estimated from options markets, which provide a market-based risk-neutral pdf for prices in the future. These pdf’s are transformed to real-world distributions via a well-known exponential tilt transformation. The tilt