Student Spotlight: Transitioning from Retail Curiosity to Systematic Quant Research

Rakshit Tiwari (ElevenLabs, ex-Stripe, IITG) reflects on building a repeatable hypothesis-testing process and moving away from gut-feel trading.

Rakshit Tiwari
Rakshit Tiwari2 min read
Student StoryResearch ProcessEssentials
Step-by-step hypothesis testing and validation pipeline

Super late to the announcement party, but I recently wrapped up QuantYog's Essentials course. I’ve always been fascinated by markets, but as anyone who’s spent time here knows that curiosity isn’t enough. You need a framework to navigate the complexity without getting lost in noise.

I first came across Ish through a webinar about 8 months ago and scheduled a follow-up call. The authenticity and clarity in that conversation genuinely stood out. I couldn’t join the program back then (but kudos to Ish for being supportive regardless), and I’m glad I eventually did.

This course helped bridge the gap between “watching markets” and actually thinking in a structured, research-driven way. The biggest shift was moving away from gut feel and towards a repeatable process: framing hypotheses, testing them, understanding what’s signal vs noise, and iterating.

Also worth calling out that both Ish and Sam really go out of their way to share as much alpha as possible. Not just via the core techniques, but through detailed Q&As, walkthroughs, and practical feedback that makes the learning stick.

If you’re looking for a practical, well-structured entry into quant trading (with real depth), it’s a no-brainer in my opinion. Check out quantyog.com and reach out. Once again, thank you Ish and Sam for having me in the Essentials batch 🙏

About Rakshit Tiwari

To maintain the institutional transparency that QuantYog stands for, you can verify Rakshit’s completion and connect with him directly to hear more about his experience.

Start learning Quant Research and Portfolio Management with QuantYog