Learn quant trading, the honest way.
A plain-English path from "what even is this?" to running your own backtest and knowing whether the result is real. Every term explained simply, every idea drawn out in a picture — and built on the same honest validation as our tools and teardowns. No course fee, no signals, no hype.
Start with Module 0 → See the toolsFor the curious beginner
No finance degree, no heavy math. If you can read a chart and follow an analogy, you can follow this.
Built on honesty
You'll learn why most backtests lie before you ever run one — the rare, valuable habit most courses skip.
Wired to real tools
Each idea links to a free calculator or a real strategy teardown so you can see it, not just read it.
Further reading / Deep dive
Paper explainers that sit beside the course — same honest frame, denser evidence. Start here if you already know the basics and want the claim dissected.
The Deflated Sharpe Ratio
Bailey & López de Prado (2014): why an annualized Sharpe of 2.5 after N=100 trials can still fail 95% — DSR = PSR with a raised bar for selection bias and non-Normality.
Does volatility scaling create the TSMOM edge?
Jo & Kim (2019): TSMOM stays significant with and without vol-scaling — and after a passive-long control. Why “it was just leverage” is incomplete.
The roadmap
Eight short modules, in order. Modules 0–2 are live now; the rest are on the way. Start at the top — each one builds on the last.
Finished, or need a quick definition? Keep the glossary handy — every term, linked back to its lesson.
While you learn, use the tools
Every calculator runs free in your browser — nothing you enter leaves your machine. Then see the same methods applied in our strategy teardowns.
Deflated Sharpe Ratio
Is that backtest real, or the best of many lucky tries?
Position Size & Risk of Ruin
Size a strategy so a losing streak can't end you.
Net-vs-Gross Costs
Turn a pretty gross curve into a net one that must clear real friction.