About

The MIRC was founded as McMaster's first student research team to use the mathematics, statistics and computer science material taken from the undergraduate curriculum. It seeks to perform research in investment strategies and better equip students with the industry skills necessary to work in a quantitative field.

Presentations

For the 2018-2019 year, MIRC was asked to go through the popular book, Algorithmic Trading Winning Strategies and Their Rationale by Dr. Ernest Chan, and deliver presentations based on the chapters in the book. The following, which can be found on the MIRC GitHub, are the powerpoints used for these presentations:

Our Team

Founder and President - Lucas Krenn

Lucas is in his final year of Mathematics & Statistics at McMaster with a focus on quantitative trading strategies.  He is a Portfolio Manager for the Macroeconomics team in the McMaster Investment Council, and is also the ambassador of The Montreal Exchange (TMX) at McMaster. Lucas has previously worked as a co-op student for TD Bank Group, Deloitte, TD Asset Management, Ontario Teachers' Pension Plan, and is currently working as a machine learning researcher at Castle Ridge Asset Management. He is open to pursuing further studies and working in the industry after graduating in April 2020.

Vice President - Sunny Garcha

Sunny is in his final year of Mathematics & Statistics at McMaster. He is a serial trader and has experience trading in equities, options, and futures. Sunny's talent has placed himself among the top 50 teams globally in CME Group's Trading Challenge, earning himself an invitation to participate in CME Group's Day of Market Education in Chicago. He is actively seeking trading positions at either an intern or full-time level.

Vice President - Roberto Rossi

Roberto is in his third year of the Actuarial & Financial Mathematics Co-op program at McMaster, while also completing a double minor in Finance and Economics. He is currently the Portfolio Manager for the Macroeconomic team on the McMaster Investment Council (MacIC) and just returned from a summer internship at Cushman & Wakefield where he worked as a Junior Research Analyst. He is actively seeking a Co-op position for the Winter 2020 term in a risk/quantitative role.

Research Analyst - Younis Soltan

Younis is in his third year at McMaster as a student in the Actuarial and Financial Mathematics program, looking to dual minor in Computer Science and Economics. He has had an interest in capital markets and algorithmic trading since high school, where he designed his first algorithm to trade the Foreign Exchange market. He spent his past summer at CI Investments in Toronto, where he interned at their Performance & Risk department. Younis is also currently working as a Statistics Research Intern on Campus, and is a part of the Degroote Finance Association. Aside from finance, Younis enjoys table tennis and competing in powerlifting. He hopes to make an impactful mark on the MIRC and help expand it's presence throughout the McMaster community.

Secretary - Dyheim Stewart

Dyheim is in his final year of Mathematics & Statistics at McMaster University with plans to pursue a career in the data science field. He recently completed an 8-month internship under the Analytics and Data Science program at TD Bank where he had the opportunity to be apart of various team projects. He is currently working as an Analyst at LoyaltyOne with the AirMiles Reward Marketing Analytics Team.

Research Analyst - Tommy Nguyen

Tommy is in his final year of study in Actuarial Science & Financial Mathematics at McMaster University. He is currently pursing his ASA actuarial designation and plans to specialize in the Quantitative Finance and Investment FSA track. He has previously worked as an Actuarial Analyst at Sun Life Financial, a Risk Analyst at Scotiabank, and as an Actuarial Consultant at Deloitte in their Canadian Actuarial Centre of Excellence. He currently holds a position as an Actuary Analyst at Sun Life Financial working in the IFRS 17 Global Asset Liability Implications team. He aspires to be an Investment Actuary working in ALM in the future.

Research Analyst - Thomas Hankins

Thomas is in his third year of Honours Commerce at the DeGroote School of Business. He is pursing a minor in both Mathematics and Economics. Thomas is also a student representative at the McMaster Student Union, where he speaks on behalf of all Commerce undergraduate students. He has previously worked in Corporate Accounting at First Capital Realty as well as Operational Finance at Dream Unlimited, and is always seeking new opportunities and ideas.

Research Analyst - Maanav Garg

Maanav is currently in his 2nd year of Computer Science and Finance at McMaster University, looking to pursue a career in Algorithmic Trading within the High Frequency Space. He’s also currently the Vice President of DeltaHacks (McMaster’s Annual Hackathon), a Research Assistant for the Faculty of Computing and Software, the Microsoft Student Partner for the McMaster campus and an MLH Executive. He’s previously worked at IBM for 16 months as a Software Developer and Technical Analyst intern, and will be working at Monitor Deloitte this Winter (January - April 2020) and RBC Capital Markets next Summer (May - August 2020). He’s actively looking to grow his knowledge in finance, and leverage his technical skills to design trading algorithms.

Research Analyst - Zhenyu Xu

Zhenyu is in his 3rd year of Economics and Mathematics at McMaster, pursing a minor in statistics. He is currently pursuing his CFA Level 1 this December and plans to work as a trader in the future. He is also a second year analyst on Utility Power & Infrastructure team in the McMaster Investment Council (MacIC). He has previously worked at BitBlock Capital and is actively seeking internship opportunities.

Research Analyst - Ishmam Ahsan

Ishmam is in his 3rd year of Economics, with a minor in Mathematics and Finance. He is passionate about all things quantitative on Markets and Economics, and is also interested in studying the quantitative side of behavioral finance. Alongside number crunching, Ishmam plays the drum with a focus on keeping time.

Get In Touch

Please fill out the form below to send us an email and we will get back to you as soon as possible.

Contact Info

Address1280 Main St W,
Hamilton, ON L8S 4L8

Email mirc@math.mcmaster.ca