QAO // QUANT AGENTIC ORCHESTRATION
TRAINING SYSTEM · QUANTARMY · ONLINE

QUANT AGENTIC ORCHESTRATION

Governed LLM agents for hedge funds, risk and portfolio management. A free, open course that takes you from LangChain v1 fundamentals to designing a governed multi-agent hedge fund, with real code and verified institutional sources.

START · MODULE 01 SEE THE COURSE MAP
15PARTS · 12 MODULES + 3 APPENDICES
421SOURCES VERIFIED AS OF JUL 2026
100%REAL LANGCHAIN v1 CODE
0 €OPEN ACCESS, NO SIGN-UP
FOR EVERY AUDIENCE

What this is and what it is for

Major funds no longer ask whether to use language models, but how to govern them. Kensho (S&P Global), Bloomberg, JPMorgan, BlackRock and Man Group run agentic systems in production today. This course teaches exactly that: how those systems are built, evaluated and governed when real money is at stake.

WHAT YOU WILL LEARN
  • Orchestrate LLM agents with LangChain v1 and LangGraph: tools, middleware, persistence and human control.
  • Build institutional-grade RAG over filings, earnings calls and regulatory texts.
  • Apply LLMs to risk (VaR/ES), portfolios (Black-Litterman) and signals with rigorous backtesting.
  • Govern it all: compliance, AI Act, observability and production.
HOW TO USE IT
  • No sign-up, no accounts. Read in order or jump to the module you need; each one is self-contained.
  • Every module ends with an interactive understanding check and exercises in code and design.
  • All code is copyable and runnable in the lab environment of Appendix B.
  • Free pace: ~20–40 min of reading per module, plus practice.
WHO IT IS FOR
  • Quant developers moving into agentic LLM systems.
  • Risk managers and PMs who need to understand what these systems can (and cannot) do.
  • Anyone with intermediate Python (pandas, numpy) and quantitative finance fundamentals.
  • New to LLMs? Module 1 and the «EXPANDE» boxes bring you up to speed without unnecessary jargon.
THE GOLDEN RULE

The principle running through all 15 parts

THE LLM REASONS · THE MATH DECIDES · THE HUMAN VETOES

No order goes out without a human signature. No number is invented by the model: a deterministic tool computes it and the LLM explains it. Every module applies this boundary — understand, reason, act — backed by the institutional evidence behind it.

COURSE MAP

Twelve modules, three appendices, one complete system

From the institutional landscape to the capstone: a governed multi-agent hedge fund, end to end.

01 LANDSCAPE

The LLM stack in asset management in 2026

Real buy-side adoption, verified institutional cases, and the golden rule: the LLM reasons, the math decides, the human vetoes.

OPEN →
02 FOUNDATIONS

LangChain v1 essentials for quants

The Runnable mental model, LCEL, structured output with Pydantic, and low-level tool calling.

OPEN →
03 AGENTS

Agents and LangGraph: orchestration for investment decisions

create_agent, middleware, StateGraph, persistence, real human-in-the-loop, and multi-agent patterns.

OPEN →
04 DATA

Market and documentary data for LLM systems

2026 source map, programmatic SEC EDGAR, news and sentiment, and point-in-time pipelines without traps.

OPEN →
05 RAG

Institutional-grade financial RAG

Structure-aware chunking, hybrid search with reranking, the text/numbers split, and RAGAS evaluation.

OPEN →
06 PROMPTS

Prompt engineering and structured output for finance

Role-based system prompts, few-shot, judicious chain-of-thought, and anti-numeric-hallucination grounding.

OPEN →
07 RISK

Quantitative risk: from VaR to the risk copilot

Exact VaR and Expected Shortfall, stress testing, and the LLM as an explanation layer, never a calculator.

OPEN →
08 PORTFOLIO

Portfolio construction: from Markowitz to LLM-generated views

Efficient frontier, Black-Litterman with LLM views, and optimizer sensitivity.

OPEN →
09 SIGNALS

LLM signals and rigorous backtesting

From text to signal, backtests without look-ahead, realistic costs, and the deflated Sharpe ratio.

OPEN →
10 GOVERNANCE

Governance, compliance, and regulation of agentic AI

AI Act, NIST AI RMF, model risk management, and auditable evidence for agentic systems.

OPEN →
11 PRODUCTION

Production engineering for financial LLM systems

Observability with LangSmith, continuous evaluation, costs, latency, and governed deployment.

OPEN →
12 CAPSTONE

Capstone project: a governed multi-agent hedge fund

Full integration: research, risk, portfolio, and execution with human sign-off in a single system.

OPEN →
13 APPENDIX

Appendix A · Quick-reference formula sheet

Every formula in the course, checked against the primary literature, in a single reference.

OPEN →
14 APPENDIX

Appendix B · Lab environment

Full environment setup: dependencies, APIs, paper trading, and lab conventions.

OPEN →
15 APPENDIX

Appendix C · Glossary

Course terminology: from LCEL to point-in-time, precisely defined.

OPEN →
16 BIBLIOGRAPHY

References · 421 verified sources

All the course evidence: papers, official docs, engineering blogs, and primary sources, verified as of July 2026.

OPEN →
WHAT IS INCLUDED

Working material, not lecture notes

REAL CODE

LCEL pipelines, agents with middleware, audited tool calling, bull/bear debates with LangGraph, risk dashboards: copyable, commented LangChain 1.x code aimed at production.

EVIDENCE, NOT HYPE

421 verified sources: documented deployments at Kensho, Bloomberg, JPMorgan, BlackRock, Man Group, Bridgewater, AQR, Balyasny and Point72 — and also the independent replications that debunk the hype.

QUANTITATIVE RIGOR

Exact formulas checked against the primary literature, point-in-time data, realistic costs and the deflated Sharpe ratio. Where there is no evidence, the course says there is none.