Get a hands-on tour of the black box...
in a cohort-based, intensive and pragmatic workshop.
Are you ready to learn how systematic investing really works?
- Are you a portfolio manager looking to explore quant ideas
- A developer interested in taking your code to the investment side
- A successful trader looking to add rigor, breadth or speed to what you do
- You want to know what quant investing really means.
- ... or need to expand your skills.
- Want to fast track your learning? you need a guide who's done this for years.
Systematic is an evolving process - it is not found in any book.
We've spent twenty years pushing the boundaries in quant: writing software used by millions, creating one of the longest-running conferences in the space, and running platforms and alphas on the desks of some of the best funds in history.Get started in
1 - 2 - 3
- Join the next 7s cohort
- Explore the 7s framework in a hands-on environment
- Apply what you learn from day one
Meet Your Session Hosts
Jeff Ryan - Founder, Quant & Developer
Having spent more than 20 years in trading and quantitative roles, Jeff has helped some of the best firms and traders in the business. Currently building a next – generation research-driven data business, he helped to lead a hedge fund's research efforts in crypto, helped to build alpha, data and research processes at Citadel's flagship quant strategies business, and advised numerous new desks and pods at multi-strat funds as well as boutique proprietary trading firms. He co-founded one of the leading quant conferences in the world in Chicago, taught an online course with 40k participants and authored software downloaded hundreds of millions of times.
Justin Shea - Founder, Trader & University Lecturer
From the Chicago Mercantile Exchange trading floor to an active member of a cutting-edge digital asset research – Justin equips professionals, students, and organizations with actionable insights in quantitative finance and data science. His commitment to sharing knowledge extends from his position as a Senior Lecturer of Finance at the University of Illinois-Chicago, to being an organizer of PyData Chicago, Chicago's R User Group, and the osQF conference. Justin offers clear instruction with proven frameworks, and hands-on strategies. Through his university teaching, consulting services, and community leadership, he leads others to innovate, make data-driven decisions, and to stay competitive in the rapidly evolving finance landscape.
So, why did we create this workshop?
Inspired by great practitioners and academics who share what they know, we are taking our motivation from brilliant minds like Rishi Narang and his book Inside the Black Box, Atilio Meucci's intensive ARPM workshops (a deep dive into everything quant) and French economist and mathematician Raphael Douady's Primer series (a focused set of one day workshops teaching the most important details). We are also deeply leveraging our experience over the last 17 years of running our Open Source in Quantitative Finance conference in Chicago.We are wired to help people and have seen the lasting impact our software and conference has made. We are lucky to have been successful in this business. A large part of this success has come from learning from others (and making a fair number of mistakes). We are looking to simply move more people to the power of quantitative processes, and feel like the market is missing a lower barrier to entry. Most quant is not rocket science, it is just regular business.
It is a process that anyone can implement. And everyone should.
Why add systematic ideas?
Firms like D.E. Shaw, Two Sigma and Citadel make billions of dollars employing thousands of PhDs to process petabytes of data across thousands of machines. They have
an indisputable edge for sure. But there is plenty of room to use the same ideas for your own investing.
So how do you begin to compete?
First, don't start by boiling the ocean.
You start small, with meaningful steps to make your investment process more rigorous and defensible. This is the core philosophy of
systematic investing. Even discretionary funds are leveraging data science, statistical rigor and automation. You don't need to
trade algorithmically to see massive gains from systematic ideas. Formalizing investment theses, honing the process of discovery and testing,
to ultimately applying a consistent lens to your results is the core of quantitative approaches.
What you'll learn:
- Adopting even a single quant idea has immediate value
- Knowing where to start is critical
- A battle-tested roadmap to get you started
- Systematic investing is about process
- Math, stats and programming skills are valuable, but can be built as you go
- Systematic thinking supercharges your existing expertise and productivity
- The workshop is just the start. Access to office hours means you keep getting better.
Attend if you ...
- work on a quant(amental) desk already, but want to understand nuance
- have investing experience — a few years to decades
- understand the basics of probability and statistics
- can write some code (or Excel) - and are open to learning more
- are a great researcher or developer and looking to expand your options.
- are trading equities, etfs, commodities, crypto, sports... quant applies to all!
do NOT attend if you ...
- are a new investor or a student just looking for a job.
- are looking for new strategies - our workshop is about learning the process.
- enjoy using emotion, gut feel, (and bias) in your investing
What do I get with the workshop
- 3 x 90-minute group workshop sessions choose one or more evenings over two weeks.
- Forever Access to all future introduction workshops - once a guest you're always welcome back.
- FREE 6 months of
premium $75 data access ($450 value) - Exclusive 1:1 option with 7systematic experts (very limited, separate fees apply)
- First option to attend future virtual and in person courses and events
The Agenda
- Session 1: Systematic Overview:
Tuesday June 16, 2026 - 7:30pm-9:00pm (Eastern US)
Shift your mindset from "stock picker" to "system architect"
Take a 90-minute, rapid-fire tour of an institutional trading plant using the 7 Systematic Framework. Discover how AI agents like Gemini and NotebookLM can transform your discretionary ideas into a rigorous, automated assembly line. Stop trading on pure instinct and start building a trading business with systems and define your competitive moat.
- Overview of the 7 steps
- Leverage AI - faster and more complete picture of the market
- Begin work with a realistic financial dataset
- Session 2: Sourcing the data (Alpha):
Tuesday June 23, 2026 - 7:30pm-9:00pm (Eastern US)
Build an informational advantage by engineering unique, tradeable features that competitors ignore for various reasons.
Add to price data by learning to hunt for the hidden, alternative information others ignore. We'll introduce you to methods for ingesting unstructured sources (like SEC filings and more...) to engineer unique signals, common issues with price feeds, and a host of best practices learned in funds.
- Think beyond just prices and charts
- Unstructured data is the source of new signals
- Data prep is critical - learn what matters and how to solve
- Session 3: Survival techniques: Position sizing for discretionary and systematic investors:
Tuesday June 30, 2026 - 7:30pm-9:00pm (Eastern US)
Gain the confidence that comes from knowing how to size risk.
A strategy is only as good as its ability to survive market chaos and emotional tilt.A strategy's entry signal is for show; position sizing and risk management are for survival. This session bridges the gap between discretionary intuition and institutional-grade trade sizing and portfolio optimization.
- Design and run a basic backtest on a trading strategy
- Understand key risk metrics and stress-testing approaches
- Interpret performance and draw actionable insights