Course Syllabus

Sessions Schedule

Sessions

April 15, 2026

Session 1: Introduction to Systematic Strategies with Machine Learning

April 22, 2026

Session 2: Introduction to Unsupervised Learning Techniques

April 29, 2026

Session 3: Latent Variable Models in Financial Asset Regime Detection

May 6, 2026

Session 4: Supervised Learning Algorithms

May 13, 2026

Session 5: Project - Enhancing Strategy Performance in Crypto Markets

May 20, 2026

Session 6: Project - Introducing Variable Selection Networks

May 27, 2026

Session 7: Neural Networks for Interpretable Time Series Forecasting

June 3, 2026

Session 8: Project - Volatility Forecasting with Temporal Fusion Transformers

June 10, 2026

Session 9: Review Session - Mock Exam

Optional Sessions

April 24, 2026

Optional Session 1: Probability and Calculus Refresher

May 8, 2026

Optional Session 2: Probability and Calculus Refresher

May 29, 2026

Optional Session 3: Position Sizing with the Metamodel

June 12, 2026 ยท LT1

Optional Session 4: Introducing Reasoning Models and Agentic AI