Learn Quantitative Development - Expanded Projects
Learn quant development by building data pipelines, models, backtesters, and risk tools.
This directory contains expanded guides for each project in the Learn Quantitative Development curriculum. Each project maps a finance concept to a buildable system.
Learning Philosophy
Quant development is about data integrity, statistical reasoning, and careful evaluation. These projects emphasize correctness, reproducibility, and risk awareness.
The Progression
DATA PIPELINE
P01 Stock Data API Client
P02 Financial Data Visualizer
STRATEGY CORE
P03 SMA Crossover Backtester
P04 Monte Carlo Price Simulator
P05 Black-Scholes Option Pricer
ADVANCED STRATEGY
P06 Pairs Trading Backtester
P07 Efficient Frontier Optimizer
P08 Event-Driven Backtester
RISK AND EXECUTION
P09 Value at Risk Calculator
P10 Paper Trading Bot
Project Index
| # | Project | Difficulty | Time | Core Concepts |
|---|---|---|---|---|
| P01 | Stock Data API Client | Beginner | Weekend | Data retrieval |
| P02 | Financial Data Visualizer | Beginner | Weekend | Time series plots |
| P03 | SMA Crossover Backtester | Intermediate | Weekend | Backtesting |
| P04 | Monte Carlo Simulator | Intermediate | Weekend | Stochastic models |
| P05 | Black-Scholes Pricer | Intermediate | Weekend | Options pricing |
| P06 | Pairs Trading Backtester | Intermediate | 1-2 weeks | Mean reversion |
| P07 | Efficient Frontier Optimizer | Intermediate | 1-2 weeks | Portfolio theory |
| P08 | Event-Driven Backtester | Advanced | 2-3 weeks | Systems design |
| P09 | VaR Calculator | Intermediate | Weekend | Risk metrics |
| P10 | Paper Trading Bot | Advanced | 2-3 weeks | Execution |
Core Concepts Map
Data Integrity
- What it is: Clean, aligned time series data
- Learned in: P01, P02
- Key insight: Bad data destroys models
Strategy Evaluation
- What it is: Backtesting and validation
- Learned in: P03, P06, P08
- Key insight: Performance depends on assumptions
Stochastic Modeling
- What it is: Random processes and risk
- Learned in: P04, P05, P09
- Key insight: Uncertainty must be quantified
Portfolio Construction
- What it is: Balancing risk and return
- Learned in: P07
- Key insight: Optimization is about tradeoffs