Rambler Investment Fund Meetings

The Rambler Investment Fund (RIF) is a student-run global macroeconomic fund with the explicit goal of generating an absolute return. The fund was founded in spring of 2015 and is actively managed by 5 investment committee members who are assisted by 30 analysts. Please contact us at rifloyola@luc.edu if you have any inquiries.

Rambler Investment Fund's Fall Pitches

RIF's Fall Semester Pitches have a strong turnout with a diverse group of industry professionals, alumni, and staff in attendance. Investment pitches by RIF's student analysts ranged from ForEx strategies to value investments such as Huntsman Corp. Additionally, two analysts created and pitched RIF's first equity basket (composed of several defensive primes). RIF is also branching out into new, uncorrelated markets such as the crypto space. We are excited to allocate a small percentage of our assets into this budding industry, which we anticipate to have large growth and further attraction from mainstream investors. We hope to see you at future pitches!

Past Events

Business Analytics Week

Analytics Week is six days of workshops and training where you can learn and work with analytics tools used by major companies to transform data into actionable insights.


09:30-01:00 pm 4/04 Intermediate Excel Workshop No Details
11:30-01:00 pm 4/09 Visual Analytics with Tableau Details
04:00-06:00 pm 4/10 Machine Learning Explained Details
04:00-06:00 pm 4/11 Visual Analytics with Tableau Details
11:00-01:00 pm 4/12 Machine Learning Explained Details
09:00-11:00 am 4/13 Cognitive Analytics - IBM Watson Details
11:00-01:00 pm 4/13 Mining Google Searches with R Details

Network with the Options Clearing Corporation (OCC)

The CME Group Foundation Business Analytics Lab hosted a networking event with the Options Clearing Corporation (OCC), the world’s largest equity derivatives clearing organization located here in Chicago. Attendees heard directly from group leaders about activities and opportunities available at OCC in Artificial Intelligence, Machine Learning, and Data Science. This event took place April 30, 2017.

Introduction to Algorithmic Trading

At this meeting, attendees discussed how to build a stock market trading strategy using Quantopian, an online stock backtester developed in Python. This introductory level workshop enabled attendees to create and backtest their own basic trading strategies using Quantopian pipelines. The workshop took place April 8, 2017.