Course 7 · Advanced
Quantitative Methods & Risk
The statistical and risk-management foundation a quant desk expects you to know. Build VaR estimates from three different lenses, simulate portfolio outcomes with Monte Carlo, design backtests that survive contact with reality, and recognize the published statistical edges that have stood up to out-of-sample testing.
Modules
4
Lessons
0/5
Hours
14
Curriculum
4 modules · 5 lessons
Three flavors of VaR (parametric, historical, Monte Carlo), their assumptions and weaknesses, and how to layer scenario stress tests on top.
Progress
0/2
Simulate portfolio paths, build distributions of outcomes, and reason about probability without lying to yourself.
Progress
0/1
Walk-forward windows, overfitting prevention, capacity constraints, and slippage models that don't lie.
Progress
0/1
Cointegration & pairs trading, mean reversion at multiple horizons, and the difference between an edge and noise.
Progress
0/1
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