In partnership with
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② One strategy in this book returned 2.3× the S&P 500 on a risk-adjusted basis over 5 years.
Fully coded in Python. Yours to run today.
The 2026 Playbook — 30+ backtested strategies,
full code included, ready to deploy.
20% off until Thursday. Use APRIL2026 at checkout.
$79 → $63.20 · Expires April 30.
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⑤ Most quant courses teach you to watch. This one makes you build.
Live. Weekly. With feedback on your actual code.
The AlgoEdge Quant Finance Bootcamp — 12 weeks of stochastic models, Black-Scholes, Heston, volatility surfaces, and exotic options. Built from scratch in Python.
Not pre-recorded. Not self-paced. Live sessions, weekly homework, direct feedback, and a full code library that's yours to keep.
Cohort size is limited intentionally — so every question gets answered.
→ Before you enroll, reach out for a 15-minute fit check. No pitch, no pressure.
📩 Email first: [email protected]
Premium Members – Your Full Notebook Is Ready
The complete Google Colab notebook from today’s article (with live data, full Hidden Markov Model, interactive charts, statistics, and one-click CSV export) is waiting for you.
Preview of what you’ll get:
Inside the Strategy Lab
Full Python setup — installs and imports Riskfolio-Lib, QuantStats, and yfinance in one cell, ready to run instantly on Google Colab with no environment configuration needed.
Historical price data pipeline — downloads 5 years of daily close prices for 10 US tech stocks (MSFT, ORCL, IBM, PLTR, NVDA, AAPL, META, GOOG, AMZN, NFLX) directly from Yahoo Finance.
Daily and cumulative return charts — visualizes how each stock performed individually over the full period before any portfolio construction begins.
Ulcer Index calculation per asset — custom Python function that computes downside-only risk for every stock plus the S&P 500 benchmark, with a color-coded bar chart showing which assets carry more drawdown risk than the index.
Portfolio I optimization (Sharpe Mean UI) — builds a concentrated portfolio that maximizes return per unit of Ulcer Index risk, with pie chart, efficient frontier, frontier asset structure, and risk contribution plots included.
Portfolio II optimization (Risk Parity UI) — constructs a diversified portfolio where every asset contributes equally to total drawdown risk, complete with allocation and risk contribution charts.
Full QuantStats backtest of Portfolio I vs S&P 500 — generates the complete tear sheet including Sharpe, Sortino, Calmar, max drawdown, rolling metrics, monthly returns heatmap, and underwater plot.
Full QuantStats backtest of Portfolio II vs S&P 500 — same comprehensive report for the risk parity strategy so you can evaluate both on identical terms.
Head-to-head portfolio comparison — runs Portfolio II directly against Portfolio I as the benchmark, plus a side-by-side summary table and a single cumulative return chart overlaying both portfolios against the S&P 500.
Conclusions with results table — summarizes the key metrics (CAGR, Sharpe, max drawdown, alpha, Treynor ratio) for both portfolios vs the benchmark, with written interpretation of what the numbers mean.
Free readers – you already got the full breakdown and visuals in the article. Paid members – you get the actual tool.
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