Build the data infrastructure every quant desk needs. Fetch market data from APIs, detect and handle gaps, outliers, and corporate actions, and output clean, analysis-ready datasets.

Discover how markets move in recurring patterns by analyzing return data as geometric structure. Use vectors, matrices, and dimensionality analysis to see regimes as clusters in reduced space.

Design a single trade by choosing optimal parameters using single-variable calculus. At every step, you control one variable, analyze a function, and justify decisions mathematically.

Make a real quant decision: evaluate a trading strategy using expected value, break-even analysis, Monte Carlo simulation, and stress testing. Determine whether to trade or not trade—and justify your verdict.

Apply multivariable calculus to analyze how a two-asset portfolio responds to market movements. Compute partial derivatives, gradients, directional derivatives, and the Hessian to understand risk exposure and build Taylor approximations.

Build a complete portfolio optimization tool using CVXPY. Construct efficient frontiers, handle real-world constraints, implement robustness techniques, and produce a defensible allocation decision.

Build optimal execution algorithms that minimize trading costs. Implement VWAP, model market impact using Almgren-Chriss, and learn why execution is where alpha goes to die.