Press Release
Date of Issue
June 17, 2025
Issued by
Turbaselon
Calgary, AB, Canada

Turbaselon Announces Open Enrolment for ML-Driven Quantitative Trading Workshop Series

The workshop series delivers structured, hands-on instruction in applying machine learning to quantitative equity strategies — combining live coding exercises, real market datasets, and peer collaboration inside a structured online environment.


What the workshops cover

Calgary, AB — Turbaselon has opened registration for its structured workshop series focused on machine learning applications in quantitative trading. The programme addresses the gap between academic ML theory and the realities of building signal-generating systems that hold up under live market conditions.

Each session is built around a specific practical problem: feature engineering from tick and order-book data, regime detection with hidden Markov models, portfolio weighting with reinforcement learning, and risk-adjusted backtesting that accounts for transaction costs and slippage.

Format and delivery

Sessions run over eight consecutive weeks, each structured as a two-hour guided coding workshop followed by an independent assignment. Participants work on shared datasets throughout the programme, so strategies built in week two feed directly into the backtesting module in week six.

Instruction is delivered entirely online through Turbaselon's platform, which includes a collaborative notebook environment, a private discussion board, and a structured peer review system. No proprietary software is required — the full stack runs on open-source Python libraries.

Who this is designed for

The programme is designed for quantitative analysts, data scientists, and software engineers who already have working Python knowledge and want to apply ML techniques specifically to financial time series. It is not an introductory programming course.

Participant working through a quantitative strategy exercise in the Turbaselon workshop environment

Programme at a glance

8 weeks
Duration
Eight structured sessions, each building on the previous week's output rather than standing alone.
6 modules
Curriculum
Feature engineering, regime detection, signal construction, position sizing, backtesting, and live deployment prep.
30 seats
Cohort size
Cohorts are deliberately small to allow substantive peer feedback and focused instructor attention.

Media Contact
Turbaselon
300 Manning Rd NE
Calgary, AB T2E 8K4

Registration and access

Registration for the current cohort is open through the Turbaselon website. Applicants complete a short background form so the instructional team can verify that participants have the prerequisite Python and statistics knowledge needed to follow the workshop material.

Seats are allocated in order of completed applications, not first-come-first-served on payment. Turbaselon reviews each application within three business days and sends confirmation with onboarding materials before the first session.

About Turbaselon

Founded in 2023 in Calgary, Alberta, Turbaselon operates an online workshop platform specialising in applied machine learning for quantitative finance. The platform delivers structured, assignment-driven instruction through collaborative online tools, with content built around open datasets and open-source toolchains. Turbaselon reaches participants across Canada through its fully remote delivery model.

Key facts — hover to read
Prerequisites
Intermediate Python required. Familiarity with pandas, NumPy, and basic statistics. No prior finance background necessary.
Tools used
scikit-learn, statsmodels, Zipline-Reloaded, and Jupyter. All open-source, no paid licences required from participants.
Certificate
Participants who complete all assignments receive a Turbaselon completion certificate with assignment scores and a link to their strategy repository.
Language
All instruction, materials, and peer review are conducted in English. Sessions are recorded for asynchronous review.