Main Sequence BootCamp May 2025
Main Sequence's Investment Management Bootcamp is tailored for quantitative researchers, data scientists, risk managers, and portfolio managers. The program emphasizes using innovative technology and AI to enhance competitiveness, highlighting AI as a critical bridge between humans and technology. Participants will experience immersion into Main Sequence's pioneering AI-native investment management platform, exploring the future of investment management.
Course Overview: Asset Management as Code
Computational Edge
Learn how top firms are transitioning to code-driven investment strategies that outperform traditional methods through algorithmic precision and data-driven insights.
Industry Relevance
Developed with input from leading quant teams at global investment firms to ensure all skills are immediately applicable in professional settings.
Hands-On Approach
Build a portfolio of quantitative projects that demonstrate your ability to implement advanced financial models and algorithmic trading strategies.
Cutting-Edge Curriculum: From Foundations to AI and Model Governance
20 hours of immersive, hands-on experience with the world's first AI-integrated developer platform.
1
Asset Management as Code
(2 hours)
Explore asset management reimagined as code. Discover how investment management workflows can be simplified and automated, enhancing precision, repeatability, and efficiency.
2
Introduction To Platform Basics
Getting Started: An Interactive Introduction to the Platform Basics, Featuring Step-by-Step Examples and Practical Exercises
3
Econometrics vs. Computational Efficiency: Where Theory Meets Art
(2 hours)
Explore how traditional econometric models integrate seamlessly with modern computational techniques, balancing theoretical rigor with practical efficiency.
4
Advanced Statistical Methods & Cloud Computing
(2 hours)
Discover how modern statistical methods combine with on-demand cloud computing to enhance asset management processes.
5
Session 4: Advanced Portfolio Optimization & Large-Scale Computing
(2 hours)
Turn portfolio optimization theories into fully systematic and actionable portfolio management strategies.
6
Quantitative Trading Strategies (2 hours)
Master quantitative trading by developing, testing, and validating algorithmic trading strategies.
7
Live Risk Management
(2 hours)
Enhance your skill in measuring and managing risks effectively live
8
Portfolio Performance Measurement & Analysis
(2 hours)
Learn the fundamentals of portfolio evaluation, performance measurement, and insightful analysis.
9
Designing and Replicating Factor & Smart Beta Portfolios
(2 hours)
Hands-on guides for constructing factor-based investment strategies.
10
Building Your Own Cryptocurrency Products
(2 hours)
Comprehensive exploration of cryptocurrency markets, sector understanding, and product development.
11
Creating Hedge Fund-Style Strategies and Trading Signals
(2 hours)
Quickly develop sophisticated trading strategies, replicating hedge fund methods efficiently.
Tech Stack: Bootcamp Toolkit
Python Ecosystem
All sessions and exercises use Python, so proficiency is required. You'll leverage NumPy, pandas, scikit-learn, and specialized financial libraries.
Financial Data APIs
Are you interested in working with specific data? bring your own data from day one.
Cloud Computing
All sessions and exercises use Python on the cloud-based Main Sequence development platform, enabling deployment, scaling, and optimization of quantitative models
Investment Management Integrated
Everything you build will automatically connect to an investment management system, providing immediate feedback on your performance.
Industry Insights: Quant Strategies in Action
Statistical Arbitrage
Explore the mathematics behind pair trading, factor models, and relative value strategies used by top hedge funds to generate market-neutral returns.
Sentiment Analysis
Learn how leading firms extract trading signals from news, social media, and alternative data sources using advanced NLP techniques.
Systematic Macro
Implement cross-asset allocation models that adapt to changing economic conditions using machine learning and regime-switching frameworks.
Hands-On Projects: Building Your Quant Arsenal
Factor-Based Portfolio Optimizer
Develop a multi-factor model that outperforms market benchmarks through intelligent risk factor allocation and machine learning signal enhancement.
Trading Simulator
Build a market microstructure model that captures order book dynamics and implements statistical arbitrage at millisecond timescales.
NLP-Powered News Trading System
Create an end-to-end pipeline that processes financial news in real-time, quantifies sentiment, and executes trades based on predicted price impact.
Risk Management Dashboard
Design an interactive system for stress testing portfolios against historical scenarios and Monte Carlo simulations of extreme market conditions.
QuantHack Challenge: Win Big
Build the most innovative project on the Main Sequence Platform to impress our expert jury.
  • Showcase your quantitative skills in a real-world application
  • Receive feedback from leading industry experts
  • Present your solution live in the next Risk Management & Trading Conference in front of thousands of practitioners
All bootcamp knowledge culminates in this high-stakes competition. Begin strategizing now!
1st Place
$5,000 License Bundle
2nd
$2,500 License Bundle
3rd
1 Dev Platform License
Course Pricing & Enrollment
1,299 USD
Full Program
Comprehensive curriculum, hands-on projects, and career support.
3
Months Access
Access to the Main Sequence platform during training.
24/7
Support
Access to our online community.
The Main Sequence BootCamp provides a comprehensive education in quantitative finance. The full program includes access to the Main Sequence development platform for the duration of the course, allowing you to immediately deploy, scale, and optimize quantitative models. Sign up now to reserve your spot in the April 2025 cohort!
Americas
  • May 7th
  • Every two weeks on Wednesday 17:00
EMEA
  • May 7th
  • Every two weeks on Wednesday 17:00
Are you a final-year student in Computer Science, Artificial Intelligence, Machine Learning, or Quantitative Finance? Apply now for our merit-based scholarships and kickstart your career!
Apply for a scholarship
Join the Revolution: Enroll Now
When does the course start?
The next cohort begins on May 7th.
What prerequisites are required?
Participants should have intermediate Python programming skills and a basic understanding of statistics. A background in finance is helpful but not required—we've designed the curriculum to bring technical professionals into finance.
Is financial assistance available?
Yes, We offer merit-based scholarships to final-year students specializing in Computer Science, Artificial Intelligence, Machine Learning, and Quantitative Finance.
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