QuantYog Courses
We have 4 courses dedicated to Quant Research and Portfolio Management. The courses are designed such that each delivers a real-world outcome. It is not necessary to do all 4 courses, nor is it necessary to do all of them in quick succession. Every course batch includes 5 hours per week of live lectures.
| Course Name | Real-world Outcome |
|---|---|
| Essentials (5 weeks) | Backtesting & Ideation: Backtesting market patterns and strategies using statistical methods to take advantage of these patterns; and carefully assessing their results. This process is the starting point for generating new ideas, much like the work done by Quant Researchers at hedge funds. |
| Foundations (7 weeks) | Advanced Backtesting & Ideation: Backtesting market patterns and strategies using advanced statistical methods. Advanced insights in ideation to adapt to different market conditions, and diversification of strategies to target a Sharpe ratio above 1. |
| Intermediate Insights (3 months) | Advanced Strategies: Backtesting strategies with advanced statistical methods to improve adaptability to different market conditions, optimize diversification, and smooth out signals, aiming to build portfolios that target a Sharpe ratio of 1.5 or higher. This approach focuses on refining portfolios for steady performance across various markets, similar to the work of Senior Quant Researchers at hedge funds. |
| Advanced Mastery (3 months) | Execution, Order Management & Portfolio Management: Creating comprehensive quantitative strategies that use different statistical methods to take advantage of well-known market factors, aiming for portfolios with a Sharpe ratio of 2 or higher. This also requires mastering key areas of algorithmic trading beyond backtesting, such as portfolio allocation, risk management, and trade execution—skills typically found in Portfolio Managers at hedge funds. |
Apart from the live lectures the students will get:
a digitally verifiable course certificate (see sample)
access to our discussion groups where their learning journey is supported by our founders and fellow learners even after course completion
access to our backtesting codebase and some relevant historical market data
work in teams on optional assignments and projects with the aim of building their own high Sharpe trading strategies
Course Content
Most of the topics below are covered at varying depths in each of our courses. Some topics that are more foundational are only covered in the Essentials and Foundations courses. Some of the advanced topics are only covered in the Intermediate Insights and Advanced Mastery courses.