Quant Modeling

Master Python for Real Projects

Elective. The language every step here uses.

5 milestones

1. 1Write Pythonic code, not just Python
2. 2Work with APIs and external libraries
3. 3Write tests for your own code
4. 4Build a data pipeline from files
5. 5Publish a Python package on PyPI

Master Statistics for Data Analysis

Required. Estimation and testing underpin every model that follows.

5 milestones

1. 1Describe a real dataset with statistics
2. 2Run and interpret a hypothesis test
3. 3Build and evaluate a regression model
4. 4Design and analyse an A/B test
5. 5Communicate findings to a non-technical audience

Build a Tested Time-Series Forecast

Required. Clean data and out-of-sample testing — reused by the backtest and the portfolio.

3 milestones

1. 1Build a clean return series
2. 2Fit and test out of sample
3. 3Defend the model live

Backtest a Trading Strategy Honestly

Elective. A rules-based strategy backtested with costs and no look-ahead.

3 milestones

1. 1Write the rules first
2. 2Backtest with real costs
3. 3Stress it and defend it

Build a Risk-Managed Portfolio Model

Elective. Portfolio construction and risk under stress.

3 milestones

1. 1Estimate risk and correlation
2. 2Build and test a portfolio
3. 3Stress test and defend it

Build a 3-Statement Financial Model from Scratch

Elective. Company-level models, for a fundamental angle.

3 milestones

1. 1Build the historical income statement from public filings
2. 2Complete the linked 3-statement model with assumptions page
3. 3Build valuation and present to a financial professional