HEC Paris EMBA ยท Specialization Week 2026
Welcome to the Quant Portfolio Learning Sandbox
An interactive simulator for learning quantitative equity investing. Explore factor-based stock selection, portfolio construction, backtesting, and risk management โ guided by the curriculum of Imperial College London.
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Course & Faculty
Making the Right Financial Decisions โ Tuesday, April 21, 2026 ยท Imperial College London
Prof. James Sefton
Quantitative Equity Investing
Imperial College Business School ยท Morning session (9:00โ13:00)
Factor-based stock selection, portfolio construction, backtesting methodology, and the critical evaluation of quantitative strategies.
Prof. Andrea Buraschi
Hedge Fund Strategies
Imperial College Business School ยท Afternoon session (14:00โ18:00)
Market-neutral construction, factor timing, regime-conditional strategies, and the Betting Against Beta anomaly.
What You Will Learn
Factor-Based Stock Selection
Construct composite factor scores using momentum, value, quality, size, and low-volatility signals to rank and select equities.
Portfolio Construction & Backtesting
Build long-only and long/short portfolios, simulate historical performance, and evaluate risk-adjusted returns with proper statistical rigour.
Risk Optimisation & Regime Analysis
Apply mean-variance optimisation, Black-Litterman views, and regime-conditional strategies to adapt portfolios to changing market environments.
Critical Evaluation & Behavioural Awareness
Identify backtest pitfalls (p-hacking, survivorship bias, factor decay), recognise behavioural biases, and stress-test portfolios against historical crises.
Recommended Starting Point
24
Learning Modules
63
Exercises
5
Factor Signals
S&P 500
Stock Universe
Educational tool only. This platform uses simplified factor proxies and public market data for pedagogical illustration. It does not constitute investment advice. See the page for full disclaimer.