Be wrong while it's still free.
Alberwick Quantitative is a student-run fund running two competing books. Real research, real positions, every trade backed by a written thesis — and not one real dollar at stake.
Research. Risk. Repetition.
One skill, drilled: decide under uncertainty, then own the outcome. Everything else is scaffolding.
Research
Every position starts as a written thesis — the edge, the catalyst, and what would kill it. No thesis, no size.
Portfolio management
Two pods, two books, one scoreboard. You own every position from entry to exit and answer for the risk-adjusted result.
Risk & review
Weekly attribution on every simulated dollar. Post-mortems are honest by rule: thoughtfully wrong beats accidentally right.
Every trade walks the same road.
Source
Screens, news, plain curiosity. Ideas come from anywhere; conviction doesn't.
Thesis
Written, falsifiable, time-boxed. Edge, catalyst, and kill criteria on paper first.
Size
Downside math before entry. Risk is decided, not discovered.
Execute
Live in the book, with exits defined on both sides.
Review
Weekly attribution. What worked, what didn't, what changes.
We grade the decision, not the outcome.
Who runs the book.
Sets the fund's research direction and investment philosophy. Mentors analysts, and makes sure every idea is stress-tested before it's sized.
Runs the book day to day — sizing, risk, and execution. Holds the team to one repeatable process, thesis to trade.
One idea. That's the whole application.
Long or short, any asset. What it is, why it works, and what would prove you wrong. No experience required.
Send your idea