Real, usable edge for systematic traders — strategies, backtesting and code, no fluff

Course

The Quant Trading Course

From zero to institutional breadth — 100+ dedicated lessons covering equities, futures, FX, rates, credit, options, crypto, microstructure, research engineering and a full system capstone.

$499 one-time · lifetime access
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What you'll be able to do

  • Go from complete beginner to building, validating and running real systematic strategies
  • Master Python for data, signals, backtests, risk sizing and live deployment
  • Backtest honestly — biases, walk-forward, purged CV, deflated Sharpe, CSCV and FDR control
  • Implement major strategy families: trend, mean reversion, factors, carry, arb, macro and CTAs
  • Price and risk rates, credit, options and vol surfaces used on real desks
  • Build portfolios with shrinkage, risk parity, CVaR and factor models — not toy Markowitz
  • Execute with microstructure awareness: impact, auctions, TCA and smart routing
  • Trade crypto beyond funding — perps, basis, MEV-aware execution and DeFi risk
  • Deploy, monitor, govern models and finish with a build-your-own-system capstone

Curriculum

22 modules · 107 lessons · ~22 hours of material

1 Foundations: The Quant Mindset

Start from zero. What quantitative trading really is, how traders actually make money, and how to set up to do the work.

  1. What Quantitative Trading Really Is 12 min
  2. How Traders Actually Make Money: Edge & Expectancy 14 min
  3. The Quant Research Workflow 16 min
  4. A Map of Trading Strategies 15 min
  5. Setting Up Your Python Environment 14 min

2 Markets, Instruments & Microstructure

How markets really work under the hood: instruments, the order book, liquidity, and the mechanics that decide your fills.

  1. How Markets Work 14 min
  2. Instruments: Stocks, Futures, FX, Crypto, Options 14 min
  3. The Order Book and Order Types 13 min
  4. Liquidity, Spread and Slippage 13 min
  5. Leverage, Margin and Short Selling 13 min

3 Data & the Python Toolkit

The practical skills to handle market data: fetching it, cleaning it, computing returns, and turning it into something you can model.

  1. Getting Market Data 13 min
  2. Pandas for Traders 12 min
  3. Cleaning and Aligning Data 14 min
  4. Returns, Log Returns and Resampling 12 min
  5. Visualizing Price and Signals 13 min

4 Math & Statistics You Actually Need

The minimum rigorous statistics required to tell a real edge from noise — taught for traders, not mathematicians.

  1. Probability and Distributions 14 min
  2. The Statistics of Returns 13 min
  3. Hypothesis Testing for Traders 13 min
  4. Linear Regression and Beta 13 min
  5. Stationarity and Autocorrelation 14 min

5 Your First Strategy, End to End

Build a complete strategy from scratch: idea, rules, signals, a vectorized backtest, costs and sizing — and learn to read the result.

  1. From Idea to Rules 13 min
  2. Generating Signals in Python 12 min
  3. A Vectorized Backtest from Scratch 13 min
  4. Adding Costs and Position Sizing 13 min
  5. Reading Your Equity Curve 13 min

6 Backtesting the Right Way

Where backtests lie and how to stop fooling yourself: biases, leakage, proper validation, overfitting, and the metrics that matter.

  1. The Biases That Wreck Backtests 15 min
  2. Look-Ahead and Survivorship Bias 15 min
  3. Train/Test Splits and Walk-Forward 15 min
  4. Overfitting and Multiple Testing 16 min
  5. Performance Metrics That Matter 15 min

7 Core Strategy Families

The strategy archetypes that actually survive in live markets — why they work, when they break, and how to implement each.

  1. Trend Following and Momentum 13 min
  2. Mean Reversion 16 min
  3. Pairs Trading and Statistical Arbitrage 12 min
  4. Cross-Sectional Factors 12 min
  5. Carry and Roll 13 min

8 Risk & Money Management

The part that keeps you in the game: position sizing, Kelly, volatility targeting, drawdown control and portfolio construction.

  1. Position Sizing Foundations 15 min
  2. Kelly and Optimal Sizing 16 min
  3. Volatility Targeting 16 min
  4. Drawdowns and Risk of Ruin 15 min
  5. Portfolio Construction 12 min

9 Advanced Alpha & Execution

Beyond a single signal: combining alphas, detecting regimes, using machine learning without lying to yourself, and executing well.

  1. Combining Signals into Alpha 16 min
  2. Regime Detection 16 min
  3. Machine Learning Done Right 12 min
  4. Execution Algorithms 16 min
  5. Introduction to Options and Volatility 16 min

10 Going Live & The Capstone

Take it to production: broker APIs, building a bot, paper trading, deployment, monitoring — then build your own system end to end.

  1. Broker APIs and System Architecture 15 min
  2. Building a Trading Bot 15 min
  3. Paper Trading and Deployment 14 min
  4. Monitoring and Maintenance 15 min
  5. Capstone: Build Your Own System 14 min

11 Advanced Time Series & Volatility

The quantitative machinery professionals use: cointegration, GARCH, PCA, copulas and tail risk — with full implementations.

  1. Cointegration and the Johansen Test 12 min
  2. GARCH and Volatility Forecasting 13 min
  3. PCA and Factor Models 12 min
  4. Correlation, Dependence and Copulas 12 min
  5. Extreme Value Theory and Tail Risk 12 min

12 Arbitrage & Relative Value

Systematic relative-value and arbitrage: classical arb, pairs, funding/basis, index/ETF and merger arbitrage.

  1. Classical and Triangular Arbitrage 13 min
  2. Pairs Trading: A Deep Dive 13 min
  3. Crypto Funding and Basis Arbitrage 12 min
  4. Index and ETF Arbitrage 12 min
  5. Merger Arbitrage 13 min

13 Professional Research Methods

How desks actually validate strategies: event-driven backtests, purged CV, deflated Sharpe, capacity analysis and alternative data.

  1. Event-Driven Backtesting 13 min
  2. Purged Cross-Validation 12 min
  3. Deflated Sharpe and Significance Testing 16 min
  4. Strategy Capacity and Market Impact 12 min
  5. Alternative Data for Trading 12 min

14 Crypto Quant Trading

Systematic trading in crypto: microstructure, CCXT APIs, perpetual futures, funding rates, and deployment specifics.

  1. Crypto Market Microstructure 12 min
  2. CCXT and Crypto Data APIs 16 min
  3. Perpetual Futures and Funding Rates 14 min
  4. Crypto Risk and Live Deployment 15 min

15 Fixed Income & Rates Quant

Yield curves, duration, swaps, OIS/SOFR, and short-rate intuition — the rates toolkit every multi-asset quant needs.

  1. Yield Curve Construction and Bootstrapping 10 min
  2. Duration, Convexity and Key-Rate Risk 10 min
  3. Interest Rate Swaps and OIS Discounting 10 min
  4. SOFR, RFRs and the Post-LIBOR World 10 min
  5. Short-Rate Models: Intuition for Traders 10 min

16 Options, Volatility & Derivatives

From Black-Scholes intuition to surfaces, variance swaps, skew trades and practical Greeks management.

  1. Black-Scholes Intuition for Quants 10 min
  2. Greeks and Hedging in Practice 10 min
  3. The Volatility Surface and Skew 10 min
  4. Variance Swaps and Vol Carry 10 min
  5. Dispersion and Skew Trading 10 min

17 Advanced Portfolio Construction

Beyond toy Markowitz: shrinkage, risk parity, CVaR, factor models, crowding and cost-aware optimization.

  1. Covariance Shrinkage and Risk Models 11 min
  2. Risk Parity, ERC and Hierarchical RP 11 min
  3. CVaR and Robust Portfolio Optimization 11 min
  4. Fundamental and Statistical Factor Models 11 min
  5. Crowding, Capacity and Cost-Aware Portfolios 11 min

18 Microstructure & Professional Execution

How liquidity forms, how impact scales, and how desks measure and optimize execution quality.

  1. Order Flow, Imbalance and Toxicity 11 min
  2. Market Impact and the Square-Root Law 11 min
  3. Optimal Execution Frameworks 11 min
  4. Auctions, Dark Pools and Midpoint 11 min
  5. TCA and Best Execution 11 min

19 Systematic Macro & Managed Futures

Cross-asset momentum, carry, trend, crisis alpha and the CTA playbook for multi-asset books.

  1. Cross-Asset and Time-Series Momentum 9 min
  2. FX Carry and Crash Risk 9 min
  3. CTA Trend Systems End to End 9 min
  4. Crisis Alpha and Tail Hedges 9 min
  5. Multi-Asset Risk Parity Implementation 10 min

20 Credit Markets for Quants

CDS, spreads, bond-CDS basis and credit as a systematic signal set — without pretending you run a CDO desk.

  1. Credit Spreads and CDS Basics 10 min
  2. Hazard Rates and Simple CDS Pricing 10 min
  3. Bond-CDS Basis and Relative Value 10 min
  4. Credit as an Equity and Macro Signal 10 min

21 Research Engineering & Model Risk

Point-in-time data, feature stores, CSCV/PBO, model monitoring and governance — how research becomes a durable product.

  1. Point-in-Time Data Engineering 10 min
  2. Feature Stores and MLOps for Trading 10 min
  3. CSCV, PBO and False Discovery Control 10 min
  4. Model Drift Detection and Monitoring 10 min
  5. Model Risk Management and Governance 10 min

22 Advanced Crypto: DeFi, MEV & Basis

On-chain execution, MEV defenses, AMM/LP risk, liquidations and professional basis/funding operations.

  1. MEV and On-Chain Execution 10 min
  2. AMMs, LP Risk and Impermanent Loss 10 min
  3. Liquidations and Stablecoin Depeg Risk 10 min
  4. Basis and Funding Desk Operations 10 min

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Stop collecting indicators. Learn to build, validate and run real systematic strategies.

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