Chicago Quantitative Alliance Investment Challenge: Strategy and Reflection

Abstract

This year our team of five University of Arizona students was tasked with creating an investment approach for a mock portfolio of $1,000,000 that was to remain market neutral with an equal amount of long and short exposure. We developed our investment idea on the fact that a Donald Trump election win was being discounted as impossible when in reality there was a statistical chance that he could win the election. We took long positions in the Financial and Energy sector. After the election, these industries performed exceptionally well and we finished with the top overall return in the competition. We also filmed and created a video with the help of Brian Maki that goes into more depth on our decisions and how we constructed our portfolio as well as the results we observed. All of this work was the culmination of all of our studies in finance as well as the Portfolio Management Class we are all enrolled in.