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Quantitative Finance Club @ UCF
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ResearchTCH, Room 0201

Alpha Research and Backtesting Workshop

Learn how quantitative researchers move from a market hypothesis to a testable trading signal and evaluate whether the signal contains useful information.

Prerequisites: Basic statistics and Python are helpful but not required

  • Research hypotheses, alpha signals, and financial data
  • Backtesting, performance metrics, and transaction costs
  • Look-ahead bias and interpreting results