Quant & Systematic Investing
A strategy you can write down is a strategy you can test, measure and improve. This track teaches backtesting from first principles, the biases that make backtests lie, the metrics that judge a system honestly, factor investing, optimisation, and the careful path from a backtest to real money.
Modules
- Why Go Systematic?The case for rules over gut, and what systematic investing can and cannot promise.
- Backtesting FoundationsSimulating a strategy on history — done right, it is a microscope; done wrong, a mirror.
- Why Backtests LieThe biases that make a strategy look brilliant on paper and lose money in reality.
- Performance MetricsThe numbers that judge a strategy — return, risk, and the ratio between them.
- Building a StrategyFrom idea to rule set — defining signals, entries, exits and filters you can test.
- Factor InvestingThe handful of persistent return drivers that explain most of what works.
- Portfolio OptimisationCombining strategies and assets to maximise return for the risk you take.
- Robustness & Walk-ForwardStress-testing a strategy so you trust it before risking money on it.
- Machine Learning for MarketsWhere ML genuinely helps, where it misleads, and how to use it without fooling yourself.
- From Backtest to LiveThe careful, staged path from a promising backtest to real capital.