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Quant Alpha Labs — Regime-Aware Strategy Engineering

Master the art of regime detection, hierarchical risk allocation, and dynamic rebalancing to build alpha that persists through volatility.

⭐ 4.93 · 2,150 reviews👥 6,207 learners🏷️ Level: Advanced📅 Upcoming · Starts 01 February 2026 · Cohort 08
Quant Alpha Labs — Regime-Aware Strategy Engineering
Promo ends July 20

What You'll Learn

  • •Build regime-aware forecasting ensembles that survive macro rotation.
  • •Deploy Bayesian prediction interval frameworks for stress-aware sizing.
  • •Automate overlays for drawdown protection, turnover, and transaction cost control.
  • •Collaborate with multi-asset peers through weekly lab critiques.

Who This Course Is For

  • Systematic PMs transitioning into multi-asset leadership roles.
  • Senior quants building resilient research pipelines.
  • Risk managers expanding into proactive, regime-aware oversight.
  • Research leads designing alpha studios for fast experimentation.

Course Syllabus

6-week sprint · Advanced cohort · 5 projects · 2 certificates

Module 1 · Regime Detection Foundations

6 lessons · 95 minutes

  • State-space models for volatility clustering
    18 min
  • Dynamic risk factors with online PCA
    15 min
  • Hands-on: build a Gaussian HMM notebookLab
    22 min
  • Workshop: model validation & drift alarmsWorkshop
    40 min

Module 2 · Hierarchical Risk Allocation & Sizing

5 lessons · 80 minutes

  • Hierarchical risk parity refresh
    12 min
  • Bayesian sizing with volatility priors
    17 min
  • Lab: multi-regime overlay builderLab
    25 min
  • Case study: macro lens risk packaging
    26 min

Module 3 · Drawdown Management & Execution

6 lessons · 88 minutes

  • Path-dependent drawdown triggers
    16 min
  • Execution microstructure for regime shifts
    14 min
  • Lab: overlay stress testing harnessLab
    30 min
  • Community critique sessionLive
    28 min

Module 4 · Forecast Drift Diagnostics

4 lessons · 76 minutes

  • Entropy measures for signal decay
    14 min
  • Residual analytics with Kalman updates
    18 min
  • Lab: automated drift dashboardLab
    26 min
  • Roundtable: production deployment storiesLive
    18 min

Module 5 · Adaptive Portfolio Construction

5 lessons · 82 minutes

  • Turnover-aware risk budgeting
    16 min
  • Liquidity-sensitive optimization
    17 min
  • Lab: adaptive allocator notebookLab
    28 min
  • Case clinic: cross-asset overlays
    21 min

Module 6 · Execution & Transaction Cost Engineering

4 lessons · 71 minutes

  • Smart order routing for systematic desks
    16 min
  • Cost attribution and slippage auditing
    18 min
  • Lab: execution stress harnessLab
    24 min
  • Post-trade review practicum
    13 min

Module 7 · Risk Governance & Automation

4 lessons · 78 minutes

  • Automated compliance triggers
    16 min
  • Scenario libraries & governance playbooks
    19 min
  • Lab: risk automation scaffoldLab
    27 min
  • Panel: leading systematic teamsLive
    16 min

Module 8 · Capstone Studio

Project sprint · 120 minutes

  • Capstone briefing & rubric walkthrough
    18 min
  • Studio working sessionWorkshop
    60 min
  • Peer review & mentor feedbackLive
    42 min

Frequently Asked Questions

Do I need prior experience with macro regime models?

We assume you can program in Python and have built at least one systematic strategy. Week 0 orientation refreshes Bayesian and state-space tools if you need a quick recap.

Is there a certificate after the course?

Absolutely. Submit the mini capstone to earn the QuantedX Alpha Studio credential, verified on-chain for easy sharing with employers.

How long do I have access to the lessons?

All participants get lifetime access to videos, labs, templates, and community recordings, including future updates.

Quant Alpha Labs — Regime-Aware Strategy Engineering | Free Quant Finance Course | QuantEdX