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Quant Finance Playbook

RESEARCH DESK / THREE ORIGINAL CASES

A good result deserves
a difficult question.

Before defending a backtest, examine when information arrived, how the model was chosen and what trading would cost.

Allow about 15 minutes. No Python setup or account needed. The cases are educational; they do not recommend securities or trading strategies.

SYNTHETIC RESEARCH RECORD

A feature that arrives too late

A synthetic study predicts tomorrow's return using today's closing price and a daily indicator. The indicator is stamped with today's date but is not released until tomorrow at 10:00. The model trades today at the close.

Which change addresses the information problem?

0 of 3 explanations reviewed. This is practice progress, not a hiring score.

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Method reference: scikit-learn on data leakage and keeping model choices separate from test data. Cases and cost assumptions are original teaching examples.