5 star rating

QT201 - A Review

Himanshu Kumar

This course is an asset for any aspiring quant. Its curriculum covers a broad spectrum of topics, from foundational economics of multiple assets to advanced hypothesis testing methods. The course is well-structured, offering a balance between the...

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This course is an asset for any aspiring quant. Its curriculum covers a broad spectrum of topics, from foundational economics of multiple assets to advanced hypothesis testing methods. The course is well-structured, offering a balance between theoretical knowledge and practical application. This approach is particularly effective for understanding complex concepts like portfolio metrics. One aspect to be mindful of is the course's intensity. It has prereq and some topics may require additional external study. Despite this, the course stands out for its comprehensive coverage and hands-on approach, making it a recommended choice for anyone serious about Quant research. I'm Pretty happy and satisfied, Now I have new tools in my pocket!

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5 star rating

A great course on stats and programming

Ignacio Mangini

This course is really great to no only build a solid foundation for statistical analysis on a given strategy, but also on gaining a solid understanding of the concepts that are critical for anyone who is serious about any quant system.

This course is really great to no only build a solid foundation for statistical analysis on a given strategy, but also on gaining a solid understanding of the concepts that are critical for anyone who is serious about any quant system.

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Course curriculum

    1. DISCLAIMER

    2. Course Introduction

    3. Foundational Concepts

    4. Economics of Multiple Assets

    5. Portfolio Metrics

    6. Implementation of the Portfolio Metrics

    7. Implementation of the Portfolio Metrics

    8. Basics of Hypothesis Testing

    9. t-tests and sign tests for portfolio return mean/median

    10. Confidence Intervals and Signed Rank test

    11. Permutation of Price Data

    12. Permutation of OHLCV Bars

    13. Adjustments for Dynamic Universe of Assets

    14. Data Shuffle Implementation

    15. Introduction to the Monte Carlo Permutation Test

    16. Overfit Detection, Asset Timing and Asset Picking, Skill Hypothesis Tests

    17. Implementation of Non-Permutation Based Hypothesis Tests

    18. Decision Shuffling

    19. Decision Shuffling

    20. Implementation and Computation of the p-values

    21. Multiple Hypothesis Testing with FER Control

    22. Implementation of the Marginal Family Tests

About this course

  • $200.00
  • 22 lessons
  • 7 hours of video content
  • PREREQS TO: QT101
  • PREREQS FOR: QT301, QT401