Quant Methods (English)
Build, test, and apply quantitative investment methods.
A 10-week hands-on program that takes you through the practical process of quantitative research, from working with market data and identifying biases to backtesting ideas and constructing portfolios.
Each week: one lecture, one seminar, one hands-on assignment.
What you'll learn
01. Setup & Exploratory Analysis
Set up your research workflow and learn how to explore market data effectively.
02. Market Structure
Understand the structure of markets and the behavior of the instruments and data you're working with.
03. Core Metrics
Work with return, volatility, drawdown, and other essential measures for evaluating strategies and portfolios.
04. Data Quality Checks
Identify missing data, errors, inconsistencies, and other issues that can compromise quantitative research.
05. Bias Detection
Learn to identify biases and hidden assumptions that can distort research results.
06. Honest Backtesting
Build and evaluate backtests while understanding the limitations and pitfalls of historical testing.
07. Factor Scoring
Learn how to develop and apply quantitative scoring frameworks to investment opportunities.
08. Portfolio Construction
Turn quantitative signals into a structured portfolio with defined rules and objectives.
09. Rebalancing & Monitoring
Develop a systematic process for maintaining, reviewing, and monitoring your portfolio.
10. Full Integration & Final Memo
Bring the entire process together and produce a final research memo based on your work.
Your enrollment includes
- 10 weeks of structured learning
- Weekly lectures and seminars
- Hands-on quantitative assignments
- Private community access
- Mobile app access
- Course materials and resources
- Practical quantitative research frameworks
Build your quantitative process
Learn how to work with data, analysis, validation, backtesting, factors, portfolio construction, monitoring, and research reporting.
Prefer to learn in Russian?
Quant Methods is also available in Russian.
