claude — xander@portfolio ~
Xander Robbins
Quant Finance · UF · AlgoGators
Available Dec 2026
UF - Class of 2026
xanderrobbins10@gmail.com
01 ——
Trading
Strategies
Pairs trading systems, volatility surfaces, arbitrage models built at AlgoGators.
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02 ——
Awards &
Recognition
Hackathons, academic honors, and competitive achievements across math & finance.
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03 ——
Research
Monte Carlo options pricing, variance reduction, ASVR algorithm — targeting MCQMC 2026.
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About Me ↓
00 — About

Quantitative mind,
built for markets.

I'm a double major in Mathematics and Economics with a minor in Computer Science at the University of Florida, graduating December 2026 @ 19 years old. I've been on an accelerated timeline after exhausting the available upper-division coursework. My focus sits at the intersection of financial theory and computational methods.

At AlgoGators — The only student-run quant fund in the US — I serve as Senior Macro Analyst, building production trading systems including a Universal Pairs Trading System and arbitrage-free volatility surfaces. I also teach as a Senior Lecturer at QuantED, where I lecture over Options Futures and Other Derivatives, I simultanously work for UF as head TA for Discrete Structures.

3.54 Upper-div GPA
3.85 Econ GPA
Dec '26 Graduating
NYC Target

Life Timeline

2007
Born
Started in Tampa, Florida
2022
Started UF
Double major Math & Economics
2023
AlgoGators
Senior Macro Analyst
2024
QuantED Lecturer
Teaching Derivatives
2025
Research Peak
ASVR Algorithm work
Dec '26
Graduation
At 19 years old
2027
Next Chapter
NYC Quant Role
2028
Wall Street Rise
Senior Quant Role
2029
Entrepreneurship
Launch Quant Hedge Fund
2030
Global Impact
$1B+ Assets Under Management
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Quantitative Finance

Trading Strategies

Universal Pairs Trading System

Mean Reversion

Production cointegration-based pairs trading system built at AlgoGators. Uses Engle-Granger and Johansen cointegration tests to identify statistically significant pairs, with dynamic z-score entry/exit signals and Kelly criterion position sizing.

Cointegration Z-Score Signals Kelly Sizing

Arbitrage-Free Volatility Surface

Statistical Arbitrage

Constructs and calibrates arbitrage-free implied volatility surfaces from live options chains. Enforces butterfly and calendar spread no-arbitrage constraints with SVI parameterization for smooth surface interpolation.

SVI Parameterization No-Arb Constraints IV Term Structure

Macro Cross-Asset Analysis

Discretionary Macro

Systematic discretionary approach to cross-asset macro positioning. Analyzes yield curve dynamics, FX carry, commodity momentum, and equity factor exposures to generate directional macro views for the AlgoGators portfolio.

Yield Curve FX Carry Factor Exposure

Monte Carlo Options Pricing (ASVR)

Computational Finance

Novel variance reduction methodology for Monte Carlo pricing of high-dimensional derivatives. Implements the ASVR (Adaptive Stratified Variance Reduction) algorithm with Sobol QMC sequences, achieving significant convergence improvement over standard MC baselines.

Quasi-Monte Carlo ASVR Algorithm Variance Reduction

Recognition & Honors

Awards

2024

VandyHacks XII — QuantQuest

VandyHacks — Vanderbilt University

Built QuantQuest, a Canvas LMS gamification platform integrating with the Canvas API to add XP, achievements, and progress tracking for students. Developed in TypeScript over 36 hours.

2024

Senior Macro Analyst — AlgoGators

AlgoGators Investment Fund — University of Florida

Promoted to Senior Macro Analyst at AlgoGators, the only student-run quantitative investment fund in the US. Responsible for production trading systems and macro strategy research.

2024

Senior Lecturer — Options, Futures & Other Derivatives

QuantED

Appointed Senior Lecturer at QuantED, teaching Options, Futures and Other Derivatives to students pursuing quantitative finance careers.

2023

Head Teaching Assistant — Discrete Structures (COT 3100)

University of Florida — Department of Computer Science

Selected as head TA for COT 3100, responsible for leading recitation, developing course curriculum, and building interactive teaching tools used by enrolled students.

Academic & Computational

Research

Adaptive Stratified Variance Reduction for Monte Carlo Options Pricing

In Progress 2025–2026

Developing the ASVR algorithm for pricing high-dimensional financial derivatives via Monte Carlo simulation. The C++ library lfmc implements lock-free parallelism with Sobol QMC sequences, importance sampling calibration, and a Bayesian fusion estimator. Establishes novelty over Neufeld et al. (2014). Targeting submission to MCQMC 2026 or Journal of Computational Finance.

#ASVR #QuasiMonteCarlo #VarianceReduction #MCQMC2026 #C++

Arbitrage-Free Implied Volatility Surface Calibration

In Progress 2025–2026

Constructing and calibrating arbitrage-free implied volatility surfaces from live options chains at AlgoGators. Applies SVI parameterization with butterfly and calendar spread no-arbitrage enforcement across market regimes.

#VolatilitySurface #SVI #NoArbitrage #DerivativesPricing

Cointegration-Based Pairs Trading: Statistical Foundations & Production Implementation

Completed 2024–2025

Mathematical formulation and production deployment of a Universal Pairs Trading System at AlgoGators. Covers Engle-Granger and Johansen cointegration theory, z-score signal generation, and Kelly criterion position sizing.

#Cointegration #MeanReversion #TimeSeries #AlgorithmicTrading

Cross-Asset Correlation Network Dynamics

In Progress 2025–2026

Modeling cross-asset correlation networks using graph-theoretic methods. Analyzing how correlation structures evolve across market regimes and their implications for portfolio construction and tail risk management.

#NetworkAnalysis #GraphTheory #PortfolioTheory #MacroFinance