Quant Research Dossier

A portfolio allocation requires more than a notebook with an attractive equity curve. A reviewer must be able to reconstruct what the researcher knew, which alternatives were tried, how orders became holdings and why the recommendation follows from the evidence. This capstone assembles the programme into a Quant Research Dossier: a reproducible research record with an economic hypothesis, information contract, validation design, simulation, evaluation and operating decision. A justified rejection is an acceptable outcome when the evidence does not support deployment.

• specify a falsifiable investment question before testing a candidate;
• produce an auditable path from raw observations to net portfolio returns;
• defend chronological validation and account for material research choices;
• quantify cost and capacity limitations with reproducible examples;
• deliver a promotion or rejection recommendation with a monitoring contract.

1. The project brief
2. The evidence package
3. Freeze a reproducible experiment
4. A miniature dossier worked end to end
5. Challenge the candidate before recommending it
6. Write the investment conclusion as a bounded claim
7. Assessment rubric and oral defence