QuantProgram Prometheus Course

The QuantProgram Prometheus Course teaches you how to build and validate a diversified portfolio of rule-based strategies using professional-grade workflows. From the start, you move beyond single-indicator tactics and learn to combine position sizing, portfolio backtests, and stress testing so your decisions are guided by data, not guesswork.

What is the QuantProgram Prometheus Course?

Prometheus is QuantProgram’s advanced track. It includes 12 market-beating strategies plus 2 bonus strategies with complete code in TradingView, Amibroker, and Python via QuantConnect. You learn quantitative thinking—trend following and mean reversion logic, optimization, walk-forward analysis—and apply it with position sizing, portfolio-level backtests, and Monte Carlo simulations. The package also covers Pairs Trading and Ideal Portfolio diversification for multi-strategy robustness.

What you will learn

• How to implement 12+2 strategies with full code and adapt them to your universe and risk profile.
• How to run portfolio backtests with position sizing and evaluate CAGR vs. max drawdown.
• How to apply Optimization and Walk-Forward to reduce overfitting.
• How to perform Monte Carlo stress tests (4 examples) to assess path risk and ruin probabilities.
• How to structure Pairs Trading and when to deploy it inside a diversified book.
• How to build an Ideal Portfolio that mixes mean reversion and momentum across assets.
• How to translate research into execution in TradingView, Amibroker, and QuantConnect (Python).
• How to journal, review MAE/MFE distributions, and iterate toward sturdier rules.

Who is it for?

For aspiring and active quants, systematic traders, and engineers who want a practical toolkit—code, tests, and decision rules—to operate with confidence. If you’re moving from single-strategy tinkering to a multi-strategy portfolio, Prometheus gives you the missing workflows.

How does it work?

Self-paced online training in English hosted on a modern LMS. You get lifetime access to videos, code, and updates. Prometheus includes portfolio-capable backtests (Amibroker & QuantConnect), while TradingView hosts single-asset tests and implementation. The official FAQ documents the 27-year historical testing window and clarifies differences versus Alpha (more strategies, portfolio tests, Pairs Trading, Monte Carlo, and Python/QuantConnect coverage).

Benefits

You move from ad hoc ideas to a repeatable research-to-execution pipeline: cleaner signal definitions, realistic drawdown expectations, and decisions anchored in robust tests. Expect a calmer process—less narrative chasing, more disciplined iteration—supported by portfolio metrics that help you balance return and risk over cycles.

Prerequisites

No prior coding experience is strictly required (the course includes coding walk-throughs). Helpful: basic comfort with markets, willingness to learn Python/Amibroker syntax, and readiness to validate ideas before deploying capital. Trading involves risk; past results do not guarantee future returns.

About the academic institution

QuantProgram focuses on education for retail quants: strategy design, backtesting across regimes, and portfolio construction. The official materials emphasize long data windows, forward-looking validation (walk-forward), and robustness checks (Monte Carlo) to avoid overfitting and survivorship bias.

Why buy from our online course platform?

Centralize your digital purchases in a single account, keep your history, and access them whenever you want to watch online or download. Plus, you’ll always find courses on our platform at affordable prices.

Course content

• 12 Core Strategies + 2 Bonus Strategies (trend & mean reversion across stocks/ETFs; added crude oil and bitcoin studies).
• Code Bundle: TradingView (Pine), Amibroker (AFL), Python via QuantConnect.
• Portfolio Backtesting: multi-asset/stock portfolios with position sizing (Amibroker & QuantConnect).
• Research Toolkit: optimization, walk-forward analysis, MAE/MFE, profit distribution.
• Risk & Robustness: Monte Carlo (4 examples), drawdown analysis, regime awareness.
• Pairs Trading & Ideal Portfolio: construction and deployment guidance.
• Documentation & Review: templates for journaling and iterative improvement.

Access the course now and build a diversified, data-driven strategy portfolio you can test, stress, and iterate with confidence.

Downloadable Course Content