Potential curriculum

Lectures are paired with an interactive activity, workshop, or speaker event. From learning, then building your own backtest, and implementing it live — no prerequisites assumed.

Hedge Funds — Industry & Careers

Fundamental Investing

Quant Strategies I — Factor Investing

Quant Strategies II — Market Neutral

Risk & Performance Metrics

Market Microstructure & Trading Simulations

Derivatives & Hedging

Guest Speakers — Hedge Fund & Asset Management Professionals

Quant Strategies III — Machine Learning

Event-Driven & Special Situations

Global Macro & Fixed Income

Risk Management & Portfolio Stress Testing

Comprehensive Hedge Fund Case Competition

Draft syllabus — topics and order may shift as the semester takes shape.

Learn it, then trade it.

Every topic above comes with a hands-on component. The only requirement is showing up.

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