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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

See partners
  • 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 finance, mathematics, statistics and programming who want to dig into derivatives, machine learning, algorithmic trading and the other areas of quantitative finance.

About the league

Competition results

  • Top 10

    Desafio Quant AI 2026

    Itaú Asset Management · 2026

    Alpha Helix, El Dorado

  • 3rd place

    Desafio Safra Top Gestor 2025

    Banco Safra · 2025

    FGV Quant

  • 1st place

    Datathon de Moedas Digitais (5ª edição)

    FGV EESP · 2024

    Crypto X Quant

  • 5th place

    Desafio Quant Itaú Asset Management 2024

    Itaú Asset Management · 2024

    FGV Quant

See challenges

What is Quant?

The three pillars. Hover over or tap the diagram to explore each area and where they overlap.

TechnologyFinanceModelingComputingProgrammingProcessesAutomationETLTradingEconomicsFactorsPricingMarketsModelingStatisticsOptimizationMathematicsQuantDevDataScienceEconometricsQuant

Core

Quant

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

  • Technology
  • Finance
  • Modeling

The monthly newsletter

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

See all issues

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

  • Aug 2026

    FGV Quant Insights: Agosto de 2026

    Dados alternativos e imagens de satélite como fonte de sinal, o perfil de Benjamin Graham e a desalavancagem de um fundo de IA de cerca de US$ 45 bilhões.

    • Dados alternativos
    • Satélite
    • Hedge funds
    SummaryIn Portuguese

  • Jul 2026

    FGV Quant Insights: Julho de 2026

    Arbitragem entre mercados de previsão (Kalshi e Polymarket), o desempenho dos hedge funds quantitativos no 1º semestre e o perfil de David E. Shaw.

    • Arbitragem
    • Mercados de previsão
    • Hedge funds
    SummaryIn Portuguese

FGV Quant Capital

Our simulated portfolio

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

Cumulative return since inception

+18.34%

Simulated fund · through August 2026

View FGV Quant Capital

Classes, visits and competitions

See all events

  • 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