Quant Savvy Non-professionals
We’ll guide you on:
What is Quant Finance?
Learn key metrics to make data-driven and informed decisions algorithmically or discretionarily. ​
Backtesting and Alpha Validation
Back-test your strategy to systematically determine if it's a signal or just noise. Validate your alpha, make economic sense of it, and trade,, trade, trade.
Strategy Formulation
Learn how to create trading strategies over any time horizon for any asset class tailored to your risk-aversion and capital constraints.
Portfolio Construction and Diversification
Quant Trading is about finding a single strategy, incrementally improving it, bringing it to capacity, and diversifying. Learn how to create a portfolio diversified of risk for superior returns.
Intro to Quant Trading
Quant finance applies mathematical models and computational techniques to understand financial markets, assess risk, and develop trading strategies.
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We'll start with a tour of the financial ecosystem, the key players involved, and how they leverage technology to reach their goals.
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We'll cover how you fit into this ecosystem and the opportunity quant trading has for you.
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We'll cover benchmarking strategies, statistics around measuring performance and reproducibility and how to measure and manage risk.
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Next, we'll cover different asset classes and products, and how they each contribute to generating long term, tax-efficient, superior risk adjusted returns.
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Depending on your background, we'll review Math and Coding concepts so you're proficient in practicing these skills on your own.
Statistical and Quantitative Methods
We'll review your risk profile and time-horizon, discussing what you want to get out of quant trading.
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Depending on your interests, we'll create projects for you to create your own strategies. We'll go through several real-world examples of momentum, mean-reversion and machine-learning based strategies that utilize statistics, probability and time series methods.
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Programming and Data Analysis
Backtesting your strategies over time and market scenarios to make sure they're reproducible is the key to quant trading.
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We'll learn the programming skills necessary for quant trading using Python - focusing on data retrieval, processing and automation and covering topics such as parallelism and concurrency to scale.
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Once you master these skills, you'll be able to interface with a variety of data sources, validate, and automatically clean your data while simulating your strategies, measuring their performance, and harvesting the best ones.
Portfolio Construction and Diversification
This unit delves into optimization techniques to combine strategies utilizing risk management principles.
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We'll cover topics like portfolio construction, leverage, draw-down and risk-adjusted returns.
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By combining strategies intelligently, you can generate higher returns with less risk.
Want More?
We're committed to helping you craft projects that align with your interests and spark your passion.
Let us guide you with what works from over a decade of experience to realize your value.
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If you want something that you don't see on here - odds are we can make it happen. Contact us today.