Courses
Cohorts open sequentially so each group receives dedicated mentor time and infrastructure. Quant Alpha Labs is currently accepting registrations. All other programs will reopen after the current cohort completesÔÇöjoin the notify list and we'll alert you as soon as new seats unlock.
Quant Alpha Labs: Regime-Aware Strategy Engineering
Engineer alpha engines resilient to market regime shifts with hierarchical risk parity, Bayesian prediction intervals, and dynamic allocation overlays.
QuantedX Faculty
Next cohort · February 2026
Volatility Surface Architecture & Dispersion Trading
Model forward variance, craft dispersion books, and stress-test vol-of-vol under stochastic volatility regimes.
QuantedX Institute
Coming soon
Systematic Liquidity Provision & Microstructure Alpha
Design market making inventories, mitigate toxicity with order-book features, and deploy intraday reinforcement learning controls.
Trading Science Lab
Coming soon
Machine Learning Credit Risk & Macro Stress Frameworks
Blend interpretable ML with macro stressors, calibrate PD/LGD models, and automate scenario libraries for regulatory-grade risk.
Risk Innovation Studio
Coming soon
Statistical Arbitrage Accelerator: Multi-Asset Convergence
Refine factor-neutral stat-arb, design multi-asset residual stacks, and execute closing auctions with minimal slippage.
Alpha Pattern Lab
Coming soon
Quantitative Risk Systems: Cross-Asset Infrastructure
Architect VaR/xVA engines, real-time Greeks, and capital charge simulators leveraging distributed compute and modern data meshes.
Risk Systems Guild
Coming soon
Portfolio Intelligence Lab: Reinforcement Rebalancing
Apply reinforcement learning to dynamic rebalancing, turnover-aware execution, and ESG-aware custom mandates.
QuantedX Labs
Coming soon