Duke FinTech Student Brenda Wang Outperforms in first annual Trading Competition
November 17, 2020
Competitor results were ranked by Sharpe ratio
The Fall 2020 semester saw the first annual Duke FinTech Trading Competition.
The competition was open to all Duke FinTech Master of Engineering (MEng) students as well to students from other programs enrolled in professor Jake Vestal's popular "Quantitative Financial Analysis for Technology-Driven Investment Decisions" course. Browse Duke Fintech course descriptions »
Students were ranked by Sharpe ratio ( = rate of return / standard deviation of returns).
The winning student was Tushnik Goswami, a student in Duke's Master in Engineering Management (MEM) program, with an impressive 0.70 Sharpe ratio.
Wenbo Ye, from the Duke Economics MA program, came in second (Sharpe = 0.44).
Brenda Wang was the highest ranked Duke FinTech student, coming in third overall (Sharpe = 0.21).
Pancheng Qu, also a Duke FinTech student, coming fourth overall (Sharpe = 0.20).