Build Your Own Capital System
Implement a reproducible historical-replay and paper system with tests, a cost model and a ledger that reconciles. Offline replay only. No live money.
Planned No cohort is scheduled. Applications are closed.
A planned eight-week supported cohort for at most eight learners. A computer is required; phone-only study does not work for the code.
$1,490USD, one-time
The outcome
A reproducible historical-replay and paper system with documented assumptions, tests, ledger reconciliation and failure handling. You extend one constrained reference strategy, or implement one approved strategy of comparable scope.
Offline replay is mandatory. A sandbox broker adapter is optional enrichment; it is not a dependency and not proof of live execution.
- Format
- Eight-week supported cohort, at most eight learners
- Estimated learner time
- 50 to 70 learner hours
- Prerequisites
- The Engineering dossier or equivalent, Python functions and dataframes, command-line use and basic Git.
- You produce
- A reproducible paper system: historical replay, tests and a reconciled paper ledger
- Opens when
- The teaching repository is tested, a setup matrix is published, and a named instructor and dated cohort calendar are announced.
Eight weeks
Each week has a 90-minute group lab, recorded with a transcript.
- W1
Reproducible environment and data
- W2
Baseline and features
- W3
Accounting and costs
- W4
Chronological validation
- W5
Risk and permits
- W6
Replay and failure injection
- W7
Monitoring and reconciliation
- W8
Final evidence pack and demonstration
What has to work
- A clean-machine run reproduces a recorded dataset hash, configuration and output.
- Order and fill events reconcile to the ledger.
- Costs reduce profit and loss correctly.
- Future data cannot enter features.
- Tests cover risk rejection, expired permission, duplicate request, stale inputs and partial fill.
- The final report states known limitations and every trial performed.
A negative strategy result can pass. Unreconciled balances or unbounded new exposure cannot.
Excluded from the first cohort
- Multi-asset portfolios, derivatives and leverage.
- Live-money integration of any kind.
- Bespoke strategy development for you.
- Teaching programming from zero.
Planned delivery and proposed terms
Not final. The cohort calendar and the named instructor will be published before any payment is taken.
- Included, planned
- A versioned teaching repository, deterministic data fixtures, a reference strategy, replay engine, paper ledger, cost model, validation report and event log, plus the Foundations and Engineering learning content.
- Reviews
- Two individual written milestone reviews, then one final review with one resubmission.
- Debugging help
- Up to 60 minutes of asynchronous support in total.
- Setup
- You run the repository locally. A tested setup matrix will be published before sale.
- Access
- Twelve months of content access. Support ends two weeks after the last lab.