About NUSA
NUSA is Northeastern University's premier quantitative finance club, bridging the gap between academic theory and real-world financial markets. Our research teams conduct quantitative research, develop trading algorithms, and explore cutting-edge applications of mathematics, statistics, and computer science in finance. Our members gain hands-on experience with industry tools while building a strong foundation in quantitative methods, risk management, and systematic trading strategies.
Quantitative Research
Develop and backtest trading strategies using real market data to find real alpha.
Quantitative Development
Build robust data pipelines, backtesting frameworks, and execution systems that power our research.
Industry Network
Connect with professionals from leading financial institutions and fellow Northeastern students.
Life at NUSA
Industry visits, student research, and conversations about careers in quantitative finance.
Fidelity
Showcase
Inside Our Research
Explore five student research and development projects, with presentations covering equity mean reversion, sovereign yield spillovers, options, alternative data, and an AI-assisted backtest evaluator.
Explore ResearchFind your place at NUSA
Attend a general body meeting to meet the community, or apply to the Junior Research Analyst Program (JRAP) to work toward joining our quantitative research and development teams.
Browse our research presentations and public repositories to see the questions our members explore and the tools they build.
Explore membership and JRAP applicationsTalent Drives Everything We Do
At NUSA, we believe our members are our greatest strength. If you're intellectually curious, technically driven, and passionate about markets, we want you on our team.
Join Us