Prediction Markets Trading Course
A complete program on systematic prediction market trading: fair value pricing for short dated binary contracts, full model development, statistical validation, and live deployment. Built around the same research process used on live quantitative strategies, with honest backtests, out-of-sample testing, and risk discipline at the core.
What You'll Learn
Course Structure
Core Curriculum
- Prediction markets and binary contracts
- Derivatives pricing and volatility
- Fair value framework
- Signal design and entry rules
- Backtesting and out-of-sample validation
- Risk management and deployment
Case Studies
- Full fair value trade walkthrough
- Entry rules and expected value in practice
- Statistical validation of a real trade sample
- Pitfalls, confounds, and broken backtests
- Concentration and robustness testing
Model Development
- Building a backtest engine
- Data pipelines and infrastructure
- Signal patterns and parameter optimization
- Paper trading and monitoring dashboards
- Multi-strategy portfolios and regime detection
- Production execution, scaling, and incident response
What's Included
200+ Pages
Across 23 research grade modules with charts, worked examples, and Python code templates.
Video Lecture Series
A full lecture for every module, released weekly to enrolled students.
Lifetime Access
Access the course forever, including all future updates and expansions.
Who Is This For?
Algorithmic traders wanting a rigorous development process, quant and finance students bridging theory to live markets, and discretionary traders going systematic. No advanced background required; basic Python helps for the build modules and everything is taught from first principles.
This is an education-first program focused on process, validation, and discipline. Not a signal service. Not a trading strategy. Not financial advice.