Scheduled Learning Programs
Four structured programs covering machine learning applications in market volatility analysis. Each runs in a fixed cohort format, with paced weekly sessions delivered remotely.
Current Schedule
Registration windows and seat availability updated weekly. Programs vary in duration and depth — check each card for specifics.
Volatility Models & Statistical Baselines
Covers GARCH family models, rolling standard deviation, and historical volatility measures. No prior ML background required.
Feature Engineering for Price Series
Technical indicators, lagged returns, and calendar features as ML inputs. Practical exercises use Python and real equity data from TSX.
Supervised Models for Regime Detection
Random forests and gradient boosting applied to market regime classification. Emphasis on cross-validation and avoiding look-ahead bias.
Deep Learning in Intraday Volatility
LSTM and transformer architectures on high-frequency data. Practical focus on computational constraints and deployment considerations.
Feature Engineering for Price Series
The October cohort is the most requested program on the schedule. It bridges statistical intuition and practical ML workflow without skipping the hard parts.
Seats filling faster than prior cohorts
The October cohort opened registration on July 28. Within the first week, more than half the available seats were taken — a faster pace than either of the two previous runs of this program.
From raw price data to ML-ready inputs
Sessions work through lag construction, rolling statistics, and volatility-ratio features. Week 5 focuses specifically on avoiding data leakage — a common source of inflated backtest results.
Remote, asynchronous-friendly structure
Live sessions are recorded and posted within 24 hours. Exercises are completed independently, with feedback provided before the next session. Python 3.10+ and basic pandas familiarity are the only prerequisites.
Remote. Cohort-based. Structured.
All programs run fully online, designed around the schedules of working adults. Sessions are recorded, materials are downloadable, and instructors respond through a dedicated message channel.
Ask About EnrolmentApply through email
Send a short note to [email protected] with the program name and a few lines about your background. No formal application form required.
Confirmation and access
Once your spot is confirmed, you receive portal access and the pre-session reading list — typically sent 10 days before the start date.
Attend at your pace
Live attendance is encouraged but not mandatory. Recordings and exercise notebooks remain accessible for 90 days after the final session.