Overview
The objective is to guide participants through the end-to-end process of creating a model to predict daily stock returns using a provided US dataset. Participants will construct long-short portfolios based on model predictions and backtest them to assess performance.
Why Take This Workshop?
From Manual Picking to Systematic Scale
The greatest gap in modern investing isn't a lack of data; it’s the bottleneck of manual decision-making. Most investors still rely on a subjective "stock-picking" process that limits their scope to a handful of assets. This workshop provides a bridge to a better way: using a systematic, data-driven framework to scale your financial intuition across the entire market.
In school, you learn the math; here, you learn the industry. We move past textbook equations to show you how professional quant hedge funds actually operate. Instead of guessing or looking at stocks one-by-one, you’ll learn how to build a "research engine" that analyzes thousands of assets simultaneously.
Engineering the "How"
To take advantage of this systematic shift, you need the right infrastructure. We teach you to move beyond basic syntax and focus on high-level investment logic:
- Cloud-Powered Research: Learn to use Amazon Web Services (AWS) to tap into high-performance computing, allowing you to process massive datasets that a standard laptop simply can’t handle.
- The Speed of Parallelization: Speed is an edge. You will implement workflows that train models and run backtests in parallel, doing hours of work in minutes.
- The Math of Survival: Master the "friction" that breaks amateur models. You’ll learn to engineer stationary features and account for real-world costs like slippage, rotation, and volatility shifts.
Future-Proof Your Career
This class is about more than just writing code—it’s about building the confidence to back up your big ideas with hard data. Whether you want to save time by automating your workflow or you're a student looking to stand out in a competitive job market, we’ve got you.
You’ll walk away with a professional Python toolkit and a portfolio of work that proves you can build smart, reliable strategies that survive—even when the market gets messy.
