Practice Drills: Building a Multi Factor Alpha Model From Raw Data

A practice-first course for quant researcher aspirants, prop trading applicants and systematic traders scaling a book. You will build a point-in-time NSE dataset free of survivorship and look-ahead bias, engineer value, momentum, quality and low-volatility signals, test each one with information coefficients, quintile spreads and Fama-MacBeth regressions, combine them into a neutralised alpha score, and run an honest walk-forward backtest with Indian costs and SEBI constraints. Every drill is done in Python on data you assemble yourself.