Beyond Backtest Masterclass at Quant Strats Europe 2025!
On October 15th, Paul and Tom took part in this year’s Quant Strats event in London, reflecting on how far quant development has come during their presentation called “Beyond Backtest – Stress-Testing Quant Strategies for Regime Shifts and Fragility.” The two hour masterclass explained how Quantbot explores a wide range of datasets and applies machine learning to uncover alpha, demonstrating our ability to build strategies that survive and thrive in any market.
Their engaging session discussed stress-testing for regime shifts and outlined the tools and framework used to test, refine, and scale multi-million dollar strategies. They also had the opportunity to demo a new Generative AI tool on datasets from Code Willing.
A huge congratulations goes out to Paul, who was selected as a finalist for the Quant Strats Hot 10, highlighting the most influential quant leaders. We are already looking forward to next year’s conference!
