Certificate in Quantitative Finance
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Certificate in Quantitative Finance
Final Project Brief
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January 2025 Cohort
This document outlines topics available for this cohort. No other topics can be submitted. Each topic has by-step instructions to give you a structure (not limit) as to what and how to implement.
Marks earned will strongly depend on your coding of numerical techniques and presentation of how you explored and tested m,a quantitative model (report in PDF or HTML). Certain numerical methods are too involved or auxiliary to the model, for example, do not recode optimisation or RNs generation. Code adoption allowed if the code fully modified by yourself.
A capstone project requires own study and ability to work with documentation on packages that implement numerical methods in your coding environment e.g., Python, R, Matlab, C#, C++, Java. You do not need to pre-approve the coding language and use of libraries, including very specialised tools such as Scala, kdb+ and q. However, software like EViews is not coding.
Exclusively for current CQF delegates. No distribution.
To complete the project, you must code the model(s) and its numerical techniques form one topic from the below options and write an analytical report. If you continue from a previous cohort, please review topic description because tasks are regularly reviewed. It is not possible to submit past topics.
1. Credit Spread for a Basket Product (CR)
2. Deep Learning for Financial Time Series (DL)
3. Pairs Trading Strategy Design & Back test (TS)
4. Portfolio Construction using Black-Litterman Model and Factors (PC)
5. Optimal Hedging with Advanced Greeks (DH)
6. Blending Ensemble for Classification (ML)
7. Algorithmic Trading for Reversion and Trend-Following (AL)
8. Deep Neural Networks for Solving High Dimensional PDEs (DN)
Topics List for the current cohort will be available on the relevant page of Canvass Portal.
Project Report and Submission
• First recommendation: do not submit Python Notebook , as is, — there is work to be done to transform it into an analytical report. Remove printouts of large tables/output. Write up mathematical sections (with LaTeX markup). Write up analysis and comparison for results and stress-testing (or alike). Explain your plots. Think like a quant about the computational and statistical properties: convergence/accuracy/variance and bias. Make a table of the numerical techniques you coded/utilised.
• Project Report must contain sufficient mathematical model(s), numerical methods and an adequate conclusion discussing pros and cons, further development.
• There is no set number of pages. Some delegates prefer to present multiple plots on one page for comparability, others choose more narrative style.
• It is optimal to save Python Notebook reports as HTML but do include a PDF with page numbers — for markers to refer to.
• Code must be submitted and working.
FILE 1. For our download and processing scripts to work, it is necessary to name and upload the project report as ONE file (pdf or html) with the two-letter project code, followed by your name as registered on CQF Portal.
Examples: TS John Smith REPORT.pdf or PC Xiao Wang REPORT.pdf
FILE 2. All other files, code and a pdf declaration (if not the front page) must be uploaded as additional ONE zip file, for example TS John Smith CODE.zip. In that zip include converted PDF, Python, and other code files. Do not submit unzipped .py, .cpp files as cloud anti-virus likely to flash red on our side.
Do not submit files with generic names, such as CODE.zip, FinalProject.zip, Final Project Declaration.pdf, etc. Such files will be disregarded.
Submission date for the project is Thursday 21st August 2025, 23.59 BST
There is no extension time to Final Project.
Projects without a hand-signed declaration or working code are incomplete.
Failure to submit ONE report file and ONE zip file according to the naming instructions means such a project will miss an allocation for grading.
All projects are checked for originality. We reserve an option of a viva voce before the qualification to be awarded.
2025-08-14