“This program delivers professional-grade knowledge.”
“Dedicated and extremely knowledgeable.”
“Lucas is always available to answer your questions.”
A self-paced video course with lifetime access and 1-on-1 mentoring. Start from a mechanism, write the kill rule before the test, read where the P&L really comes from, then decide with a written rule what earns a place in your portfolio.
Today anyone can go from an idea to a beautiful backtest in two minutes. So we ran that exact process 200 times, to show you what it is worth.
Everything is decided in writing first. The backtest comes last, and its only job is to try to kill the idea.
Two strategies built in the course from start to finish, on real market data. Same process, opposite verdicts.
A published effect that looked solid on paper. The kill rule was written before the first test. In October 2025 it fired, at +10.4%. The strategy kept losing afterwards: the cut was right.
Decomposed, about a third of the P&L came from funding rather than momentum, and the result was flattered by today's top coins. It stays in the portfolio, with every source of return documented on its sheet.
Strip out funding and it drops to 0.48. Count the 9 tries behind it and it shrinks again. Knowing what a number like this is really worth, and what to do with it, is exactly what the Lab teaches.
See the method →The Lab is not about finding one perfect strategy. It trains you to run a book that outlives its strategies: every idea enters with a sheet, runs under a written kill rule, and is replaced when its edge dies.
None of them needs better code or more data. Each one has its own lessons in the Lab, and you apply all five on the two strategies you just saw, then on your own.
The five habits end up on a single sheet, written before the code and kept up to date after. This is the real one for the momentum strategy above. By the end of the Lab, you will have written your own.
The tools in the course, from the deflated Sharpe to counting your tries, come from peer-reviewed work used on systematic desks. You get the ideas and the code, without the maths you don't need.
SSRN Lucas Inglese · 2026 · the author of this courseMeasuring the Reliability of Backtest ValidationHow often a validation pipeline lets a false strategy through. Read the paper →Strategy families, the traps that fake a return, reading a paper properly, and turning it into your own idea.
Hypothesis, universe, signal, sizing, reading the backtest, fragility and what your Sharpe is really worth.
The marginal Sharpe rule, testing against a real book, combining simply and spotting a fading edge live.
Recorded video lessons you watch at your own pace. Every exercise is done on your own strategy, with the notebooks and sheets provided.
Everything I use to research a strategy, in one Obsidian vault. Yours to keep.
Every idea goes through the same sheet, the same diagnostic, the same kill rule.
| Idea | Family | Stage | Tries | Verdict |
|---|---|---|---|---|
| FOMC Drift | Event-driven | Paper replication | 3 | Killed |
| Crypto XS Momentum | Cross-sectional | Pass 3 · portfolio | 9 | Kept |
| Your trend strategy | Time-series trend | Pass 2 · diagnostic | 4 | In test |
| Your next idea | From a paper | Reading note | 0 | Idea |
Every idea and every try, with its verdict. The strategies that survive move to your portfolio, with their sheets.
The four documents used in every lesson, ready to fill rather than rewrite.
Both course strategies filled from A to Z, and an empty sheet waiting for yours.
The reference pages you come back to while you research.
Where to get the data, free and paid, sorted by asset class.
The papers, books and fund letters worth your time.
It's not a course you watch once. It's the desk you keep working from.
On top of that, the members' Discord: share your sheets and read other people's research. People who build strategies, not signal-sellers.
Because beyond that, I can't deliver quality mentoring. If I have to seriously answer 50 people, I can. If we are 500, I dilute, and you end up like in the courses you already know.
I'd rather cap at 50 than degrade the promise. It is not a marketing trick, it is a capacity constraint.
Quantitative researcher. Independent systematic research since 2023.
Most of my ideas die, and that is the point. Every one goes through the same sheet, the same diagnostic and the same kill rule. The few that survive, I actually understand. What used to take me weeks of going in circles now takes a few days.
Hundreds of independent traders and quant researchers have trusted my methodology and support across my programs. Reviews from members of the Alpha Quant Program.
“Unlike many resources that offer simplistic bots with hastily created backtests, this program delivers professional-grade knowledge. Lucas's personal support has been invaluable.”
“Lucas is generous both with his time and his patience. He is dedicated and extremely knowledgeable. For those with some experience you will know when you see what he offers how valuable his expertise is.”
“Quantreo offers a well structured Python framework to create algo strategies, backtest, optimise them and put them live. Lucas is always available to answer your questions.”
Better you know it now than after paying. Three things people sometimes expect from a trading course, and what you get instead.
First-cohort members pay $397 and keep that price for good. From November 1, new members pay $497. Direct access to Lucas is capped at 50 members, so feedback stays personal.
Give it a mechanism, a kill rule and an honest verdict. Four steps, the same for every idea.
The Systematic Trading Lab is an educational program. Nothing on this page is investment advice or a recommendation to buy or sell any financial instrument. Strategy results shown are backtests from the course notebooks; the track record mentioned in the author section is past live performance. Past results do not guarantee future results, and trading involves a risk of loss.