Courses

Theory you can defend, models you can run

CFA® and FRM® exam prep, university mentorship and hands-on quantitative finance, taught by a practitioner who builds the models.

Courses & services

From exam technique to production code

Exam preparation, university mentorship and hands-on quantitative engineering, under one roof.

01 · Exam prep

CFA® Level I–II & FRM® Part I

Structured preparation with a personal study plan, exam-style problem drills and formula intuition. Every quantitative reading is taught through worked problems and working code.

Fixed incomeDerivativesQuant methodsPortfolio managementDiscuss in a free demo

02 · Mentorship

University finance

1-on-1 support for corporate finance, investments and econometrics coursework, dissertations and interviews.

CourseworkDissertationsDiscuss in a free demo

03 · Automation

Financial automation

Replace fragile spreadsheets with tested Python pipelines: data cleaning, reporting and analytics you can rerun in seconds.

df = load_positions("book.xlsx")
report = df.pipe(clean).pipe(price)
report.to_excel("eod.xlsx")  # 2s

PythonpandasNumPyDiscuss in a free demo

04 · Risk

Stress testing & VaR

Parametric, historical and Monte Carlo VaR plus scenario stress tests, built and explained end to end.

GFC 2008-50%
COVID 2020-34%
Stagflation-25%
+200bp-10%

VaRExpected shortfallScenariosDiscuss in a free demo

05 · Modeling

Financial modeling

Valuation, bond and option pricing models built step by step, with outputs checked against textbook benchmarks.

ValuationFixed incomeOptionsDiscuss in a free demo

06 · Coming soon

Waitlist

On-demand learning platform

Self-paced courses with interactive quant labs running on the same engine as the 1-on-1 sessions.

Self-pacedQuant labsRegister interest

07 · Portfolio

Portfolio construction & optimization with ML

From mean-variance to machine-learning signals: covariance shrinkage, hierarchical risk parity and return forecasting, backtested in Python.

Mean-varianceHRPMachine learningDiscuss in a free demo

08 · Planning

IPS & capital market expectations

Draft an Investment Policy Statement and build the capital market expectations behind it, from return objectives and constraints to asset-class forecasts.

IPSCMEAsset allocationDiscuss in a free demo

09 · Wealth

Goal-based wealth management (UHNI)

Structure ultra-high-net-worth portfolios around client goals: liability mapping, goal-based buckets and multi-generational planning.

UHNIGoals-basedPrivate wealthDiscuss in a free demo

The Quant Lab

Taught on an engine verified against the textbooks

Every pricing, risk and portfolio model used in sessions runs on our own Python engine, tested against published values from Hull and Bodie, Kane & Marcus.

Automated engine tests: 132incl. Hull & BKM benchmarks
Quant API endpoints: 11Pricing · risk · portfolio
VaR methodologies: 3Parametric · historical · Monte Carlo
100-point efficient frontier: <0.5s50 assets, long-only QP