PROJECT 05 / Quantitative trading research
GatorQuantHacks.
Investigating financial, regulatory, and healthcare events as signals for quantitative trading research.
GatorQuantHacks 2026 · University of Florida
Team member · Research & prototyping
Research prototype
Research question
Can information in regulatory and healthcare-related events support testable hypotheses about market reactions? This project explores event-driven quantitative strategies through research and prototyping.
Signals under study
Areas of investigation include FDA drug shortages and discontinuations, supplier-related market reactions, SEC 8-K filings, and listing-deficiency events.
Research process
The emphasis is on hypothesis formation, data collection, event studies, backtesting, and statistical evaluation. A useful finding needs a clear definition of the event, its timing, and the limits of the dataset.
Context
Developed during GatorQuantHacks 2026 at the University of Florida. The team received a prize for a Solana-related project at the event; no individual award or strategy-performance claim is made.
Limitations
Historical backtests do not establish live investment performance. Look-ahead bias, selection bias, transaction costs, liquidity, and changing market conditions need to be addressed before interpreting a strategy as useful.