QUANTT is a design team which will focus directly on the field of quantitative trading and portfolio management using these techniques. Both members and executives will focus on managing their teams’ portfolio allowing for all major areas of the field to be explored. The group will be split up into sub-teams, each containing an executive leader and 3-5 team members. Each sub-team will manage a portfolio where they will write, in Python, multiple algorithms using a combination of alpha-seeking factors, risk modeling, transaction cost modeling, and many other types of financial data to produce a profit on their initial investment. The goal of the team is to stimulate and maintain interest in all aspects of quantitative finance by setting groups up with access to a portfolio that simulates the actual stock market. This allows them to take their algorithms in any creative direction they think will create the most profit. Members will be responsible for updating and maintaining existing strategies and developing new ones as they inevitably become less profitable over the semester/year.