Xander Robbins
Quant Finance · UF · AlgoGators
01 ——
Trading
Strategies
Monte Carlo Pricing, volatility surfaces, arbitrage models built at AlgoGators.
↗
02 ——
Accomplishments
Hackathons, academic honors, and competitive achievements across math & finance.
↗
03 ——
Research
Monte Carlo options pricing, variance reduction, ASVR algorithms
↗
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 the head of Quantitative Research, leading 20 QR analysts on developing cutting-edge quantitative models and strategies. I also teach as a Senior Lecturer at QuantED, where I lecture over Options, Futures and Other Derivatives. I simultanously work for UF as the head TA for Discrete Structures & Mathematics.

4.0 Upper-div GPA
19 years Old
Dec '26 Graduating
UF University
NYC Target

Life Timeline

May 2024
Graduated High School Early
Gradauted with 73 College Credits
4.00 Unweighted GPA
Class President
9.32 Weighted GPA
Valedictorian
Aug. 2024
Started UF
Double major Math & Economics
Completed Finance Prof. Development Program
Joined Kappa Phi Epsilon
learned Python and C++
Jan. 2025
AlgoGators
Senior Macro Analyst
Finished Analyst training
began first research project
Competed and Won first Hackathon
Dec. 2025
Quant-ED Lecturer
Teaching Options, Futures and Other Derivatives from John C. Hull
200+ students taught
4.9/5 course rating
Mar.2026
Director of Quant Research
Leading research initiatives and mentoring junior analysts
Completed 4 research projects
Manage $500,000 live trading
Goal: MCQMC 2026 paper accepted
Dec. 2026
Graduation
At 19 years old
Double major completed
Coming Soon!
Scroll Right

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
View Analysis ↗

HarvestSignal

Satellite ML

NASA POWER satellite climate data drives Ridge regression signals in agricultural commodity futures. Quantifies heat, cold, and drought stress across production-weighted regions to forecast 10-day forward returns in corn and soybean markets.

NASA POWER Ridge Regression Weather Stress
View Analysis ↗

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

Recognition & Honors

Accomplishments

2026

Director of Quantitative Research — AlgoGators

AlgoGators Investment Fund — University of Florida

Elected as Head of Quantitative Research at AlgoGators, the only student-run quantitative investment fund in the US. Responsible for production trading strategies over $500,000 live traded. manage 20 Quantitative Analysts in research and strategy development.

2026

Head Teaching Assistant — Discrete Structures (COT 3100)

University of Florida — Department of Computer Science

Selected as head TA for COT 3100, responsible for creating course content, developing course curriculum, and building interactive teaching tools used by enrolled students. Lectured on discrete mathematics and algorithm designo over 100+ students

2026

VandyHacks XII — QuantQuest

VandyHacks — Vanderbilt University

Built QuantQuest, a gamified investing app that helps college students learn how to invest. Users learn to build portfolios with live market data, earning XP and achievements while learning institutional-grade investing strategies. (3rd Hackathon Win)

2025

Senior Lecturer — QuantED

QuantED — University of Florida

Present on Options, Futures, and Other Derivatives by John C. Hull, Monte Carlo Simulations, and Markov Chains. Teach basic Algorithmic Trading ideas, how to build strategies, and finding Arbitrage Opportunities.

2025

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.

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

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