Learn Quant-Algos in the evenings 2x per week with our course created in partnership with a leading statistics – arb hedge fund. We’ll help you understand core statistical concepts and develop the tools to apply to data analysis and model time series for any industry. Classes will emphasize model creation and validation along with theoretical skills and statistical modeling interference.
This course will help you learn and utilize Python’s advanced data libraries including pandas, numpy, scikit-learn, and more. We’ll also delve into statistical topics such as summary statistics, regression, time series, hypothesis testing, and much more. Main areas that we will cover include:
– Stats concepts
– Time Series – Forecasting model
– Sample models
– Trading algorithms
– Model fit analysis
– Analyzing risk
– Factor models
Quant applications to other fields – For those who choose a finance industry focus, we will draw upon Byte’s leading FinTech curriculum and community. Education on algorithms, a focus of the course, will be geared towards investments. We’ll prime you and connect you with our network for a career at a bank, hedge fund and/or other company that you seek out. Top finance firms are constantly looking for new mathematical talent.
Prerequisites: Some programming experience and experience in statistics or math, model validation, and design in any field. There will be an assessment in order to enroll in the course.