Free Python quant workshop

Quant Science is promoting a free live Python workshop on April 16 that walks traders through building and backtesting algorithmic trading strategies. (learn.quantscience.io) The registration page lists the session for Thursday, April 16, at 10:00 a.m. Eastern time and says attendance is capped at 500 seats. (learn.quantscience.io) Quant Science says the workshop will cover Python libraries including Pandas, NumPy and StatsModels, plus backtesting tools such as VectorBT and Zipline. (learn.quantscience.io) Algorithmic trading means turning trading rules into code so a computer can test them on old market data before any real money is put at risk. Quant Science’s April 16 session is framed around that workflow, from signals and positions to risk and deployment. (quantscience.io) (learn.quantscience.io) The pitch lands at a time when retail traders can access the same open-source Python stack used in many finance projects, without building every tool from scratch. Quant Science’s public GitHub includes repositories for VectorBT and Zipline backtesting examples alongside its newsletter codebase. (github.com) The workshop page says attendees will see how a strategy becomes code, how backtests are validated, and how performance is measured through returns, drawdowns and exposures. It also says the live session will include questions and answers and two downloadable one-page PDFs. (learn.quantscience.io) Quant Science presents the event as an entry point into a broader training business built around Python-based trading education. Its main site advertises a free five-day course, a paid system program, and a newsletter for algorithmic trading and portfolio analysis. (quantscience.io) (learn.quantscience.io) For people deciding whether to sign up, the clearest details are simple: the workshop is free, scheduled for April 16 at 10:00 a.m. Eastern, and centered on backtesting and practical strategy implementation in Python. (learn.quantscience.io)