Penn State Quants
Penn State's quantitative trading club. Weekly meetings on market making, options and probability, and a research team running the PSU Quant Fund.
psu-quants · market-making game
YOUR MARKET
Fair value = 100 − position
| Bids | Price | Offers |
|---|
PositionFlat
Quote99 @ 101
PnL @ 100+$0
You're flat, quoting 99 @ 101 around a fair value of 100.
You're the market maker.
Quote both sides, take fills, and skew your market as your position grows. It's the kind of game we play at GBMs.
hitliftreset
What we do
Where we stand
Top 100
IMC Prosperity 4
Our team placed in the top 100 nationally in IMC's algorithmic trading competition.
8 PM
Every Monday
GBMs run 8–9 PM and are open to all Penn State students.
2026
PSU Quant Fund
The research team launches the club's algorithmic fund this year.
Make markets with us on Monday night.
GBMs run 8–9 PM. Times change sometimes; the GroupMe has the latest.