Quant Modeling
Forecast, backtest and manage risk — tested on data the model never saw.
Build a clean return series, fit forecasting models tested strictly out of sample, backtest a rules-based strategy with real costs, and build a risk-managed portfolio that survives stress tests. Historical or paper data only — no real money is needed and nothing here is investment advice. Each capstone is defended live to the verifiers you invite, who pick a period or asset you did not tune on.
Path outcomes
Master Python for Real Projects
Elective. The language every step here uses.
Take this Challenge →5 milestones
- 1Write Pythonic code, not just Python
- 2Work with APIs and external libraries
- 3Write tests for your own code
- 4Build a data pipeline from files
- 5Publish a Python package on PyPI
Master Statistics for Data Analysis
Required. Estimation and testing underpin every model that follows.
Take this Challenge →5 milestones
- 1Describe a real dataset with statistics
- 2Run and interpret a hypothesis test
- 3Build and evaluate a regression model
- 4Design and analyse an A/B test
- 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.
Take this Challenge →3 milestones
- 1Build a clean return series
- 2Fit and test out of sample
- 3Defend the model live
Backtest a Trading Strategy Honestly
Elective. A rules-based strategy backtested with costs and no look-ahead.
Take this Challenge →3 milestones
- 1Write the rules first
- 2Backtest with real costs
- 3Stress it and defend it
Build a Risk-Managed Portfolio Model
Elective. Portfolio construction and risk under stress.
Take this Challenge →3 milestones
- 1Estimate risk and correlation
- 2Build and test a portfolio
- 3Stress test and defend it
Build a 3-Statement Financial Model from Scratch
Elective. Company-level models, for a fundamental angle.
Take this Challenge →3 milestones
- 1Build the historical income statement from public filings
- 2Complete the linked 3-statement model with assumptions page
- 3Build valuation and present to a financial professional
Resources for this path
No affiliate links. No sponsored placements.
Free textbook on building and testing forecasts.
Free lectures on the maths behind quant models.
Free long-history return data to test on.