Capstone Project

This is where everything comes together. The capstone is a single end-to-end project that exercises the whole course: you take a price series, define a problem, label it, engineer leakage-safe features, validate honestly, fit a model, backtest it with costs, judge whether the result is statistically real, and write it up. It is exactly the kind of project a quant research interviewer will ask you to defend, and a polished version belongs in your portfolio. This lesson gives you the brief, a reference solution with code you can run, a self-assessment rubric, and a clear picture of what a strong submission looks like. The code is real: every number shown was produced by running it.