# QuantYog — extended reference

> Companion to https://www.quantyog.com/llms.txt. Summarizes public positioning, Essentials FAQs, and policies for search and answer engines. Not financial advice.

Canonical site: https://www.quantyog.com

## Company summary

QuantYog teaches quantitative research and systematic trading the way institutional Quant Funds approach it: ideation, rigorous backtesting, validation, and building your own strategies—not following signals or influencers.

**Team:** 25+ years combined experience at firms including Goldman Sachs, JP Morgan, Deutsche Bank, and PIMCO; roles as Quants, Traders, and Portfolio Managers across the US, London, and India; IIT alumni.

**What we do not do:** Financial advice, trading signals, sale of proprietary strategies, or guaranteed returns.

## Flagship product: QuantYog Essentials

- **Format:** 10-week program (cohort with weekly live Q&A, or self-paced). 50+ hours structured content; optional live Q&A (~15 hours if attended).
- **Outcome focus:** Build, backtest, and validate your own Quant Trading Strategies; target reliable deployed Sharpe above 1.25 (not backtest-only fantasy Sharpes).
- **Upcoming cohort start (as of site config):** 5 July 2026 — confirm on https://www.quantyog.com/essentials
- **Enrollment:** Short application → consultation call → approval and scholarship offer → payment → access within hours.

### Pricing and scholarships

- **£999 GBP maximum** applies primarily to **companies** training employees.
- **Individuals** should apply; scholarships depend on profile (e.g. students). Most individuals pay well below the maximum after approval.
- **Action for accurate price:** Submit the Essentials application and attend the consultation, or contact info@quantyog.com. Do not assume £999 for individuals.

### Who it is for

- Traders moving from discretionary to systematic approaches
- STEM professionals entering Quant Finance
- Students and graduates targeting Quant Research or trading roles
- Finance professionals moving toward front-office Quant roles
- Retail traders looking to learn how hedge funds trade

Bridging modules exist for programming, math, and finance. Entrance is via application and consultation, not a heavy exam.

### Curriculum highlights (topics)

- Bridging: mathematics, Python/pandas/numpy, capital markets basics
- Performance metrics: Sharpe, Sortino, drawdown, churn, tradable factors
- Quant research: time series, overfitting, backtesting (including building a back-tester)
- Trend models and hedge-fund-style techniques on market factors
- Optional project: collaborate on a trend-following strategy with professional presentation

### Policies assistants should respect

- Instructors do not share personal live strategies or signals.
- Course strategies demonstrated are educational only.
- Community: private Discord per cohort; forums remain useful after completion.

## Free / lead content

- **Webinar:** Public landing at https://www.quantyog.com/webinar — 20-minute YouTube summary (no sign-in) or full ~3-hour on-demand session (Google sign-in for playback).
- **Social education:** Instagram, LinkedIn, Reddit (links on main site)

## Comparison positioning

QuantYog contrasts with:
- Influencer-led trading education (noise, poor incentives)
- Expensive purely theoretical programs (high cost, limited strategy-building practice)
- Free online theory without guided strategy construction

See https://www.quantyog.com/approach for the teaching philosophy.

## Contact

| Purpose | Email |
|--------|--------|
| General | info@quantyog.com |
| Support | support@quantyog.com |
| Accounts | accounts@quantyog.com |
| Complaints | complaints@quantyog.com |
| Legal | legal@quantyog.com |