Launch of QuantX-Strategyzer: A complete guide to Quant Investing and Backtesting

MomentumLAB has recently launched a brand-new course: QuantX-Strategyzer for those looking to deep dive further into quant investing.

QuantX-Strategyzerprovides a comprehensive guide to building, backtesting, and refining trading strategies using Python. You’ll dive into momentum strategies, risk management techniques, and advanced tools like multi-factor and residual momentum strategies. The course emphasizes best practices in backtesting, including avoiding survivorship bias, eliminating data fitting, and validating strategies with out-of-sample data, empowering you to craft resilient, statistically sound portfolios.introduced a learning program aimed at making DIY Quant Investing more accessible.

Enrol for QuanX-Strategyzer here: https://bit.ly/QuantX-Strategyzer

This course is a part of MomentumLAB initiative to build a group of self-driven, confident, self-reliant investors, ready to navigate the complexities of the financial markets with precision and ease.

MomentumLAB’s learning program:

• Focuses on making complex concepts accessible through an ELI5 (Explain Like I’m 5 years old) methodology.
• Are designed for those who aspire to become self-driven investors, empowering them to code, backtest strategies and
• Assist in make informed decisions based on first principles thinking.

Know more about the courses here: https://bit.ly/QuantX-MomentumLAB

Important Links
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