Interactive courses covering the mathematics, machine learning, and engineering behind algorithmic trading and quantitative finance.
Hidden Markov Models for market regime detection. Build a complete Python trading system from first principles — probability, HMMs, technical indicators, backtesting, and a live dashboard.
HMM · Python · Backtesting · StreamlitTrain a Deep Q-Network to trade. From Markov decision processes and the Bellman equation through to a complete DQN agent that learns to buy, hold, and sell from raw price data.
DQN · PyTorch · Gymnasium · RLARIMA, GARCH, and transformer-based models for financial time series prediction and volatility estimation.
ARIMA · GARCH · Transformers · Python