What we do / St. George Capital
Quantitative Research
Rigorous academic research, practical experimentation, and collaborative learning.
Explore our approachResearch through experimentation
Our Quantitative Research division is dedicated to advancing the frontiers of financial knowledge through rigorous academic research, practical experimentation, and collaborative learning.
We provide a structured curriculum and research framework that prepares members for careers in quantitative finance, whether in buy-side research, algorithmic trading, or academic pursuits.
Advancing Financial Knowledge
Through workshops, seminars, and collaborative research projects, we cultivate the next generation of quantitative finance professionals.
What We Do
Educational programs and research activities
Research Excellence
Our approach to quantitative financial research
Theoretical Foundation
Ground our strategies in solid mathematical and statistical theory, ensuring robustness and reproducibility.
Empirical Testing
Validate hypotheses through rigorous backtesting, statistical analysis, and out-of-sample verification.
Practical Implementation
Bridge the gap between theory and practice by implementing research findings in real trading systems.
SGC Research / Fixed Income
Portfolio optimizationReplicating a bond index.
Adapting to the regime.
A fixed-income decision-support framework combining Hull–White term-structure modelling, regime detection, and portfolio optimization to study replication of the Bloomberg U.S. Aggregate Bond Index.
Risk-adjusted return
Sharpe-ratio optimization
Downside protection
Conditional Value-at-Risk
Index replication
Tracking-error minimization
Inside the project
The implementation compares single-period and multi-period allocation, incorporating duration targets and turnover controls. The saved comparison contains weight tables for December 2021 and January 2022. Portfolio return calculations in that notebook use model-estimated returns; the outputs describe an optimization study, not realized portfolio performance.
The deliverables include a bond-data pipeline, term-structure calibration, regime-specific optimizers, comparison notebooks, and a Streamlit interface.
Join Our Research Community
Collaborate with passionate researchers and build expertise in quantitative finance.