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The Finance Lab was created in the fall of 2024 in the Beedie School of Business. The lab’s initial focus was the analysis and understanding of digital assets, in the process we have also studied a number of related topics, from derivatives to market microstructure.

Research Interests

The research interests of our lab broadly span many areas of quantitative finance and digital assets. Some of our main areas of interest include:

• Economy of digital assets
  • understanding the investors’ preferences for digital assets
  • the structure of crypto markets, and how it deviates from conventional markets
  • incentives for the different agents that provide services in the market
  • Agent Based Modeling and Reinforcement Learning applied to this economy
• Crypto derivatives pricing
  • analyze the pricing and latent factors that explain crypto options returns
  • understand the risk-neutral dynamics through the derivatives
• Applications of data-driven methods to Finance

For interested students

Are you interested in working in the Finance Lab? That’s great! However, there are a few considerations that you should make before reaching out.

Please note the research interests listed above, we are happy to consider projects that align with our general goals. Our research is mainly developed in Python and R, so we expect students to have some familiarity with, at least, one of these programming languages.

We usually have a meeting once per week, and interested students are welcome to attend. This way you can find out the different work we are developing and whether it aligns with your research interests.

If, considering the above, you’re still interested (or, hopefully, even more interested) in joining us, please reach out!