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QuantPath

MFE admission prediction engine — GPBoost mixed-effects model on 13,100+ records across 31 programs. Profile scoring, prerequisite matching, and data-driven school ranking.

Python 3.10+ CI License: AGPL v3 Data: CC BY-NC-SA 4.0 Tests Data Programs Model


Why QuantPath

Consulting services charge $4,500--10,000 per school. QuantPath provides the same analysis for free -- multi-dimensional profile scoring, admission probability with confidence intervals, and personalized gap analysis across 15 focused MFE programs (31 total in database).

Community calibration: Applicants and maintainers also post anonymized profiles, quantpath predict output, and actual results to GitHub issues labeled data-contribution. That stream is used to spot systematic gaps (e.g., same-university different-degree programs, waitlists) that offline metrics alone do not show.

$ quantpath predict --profile my_profile.yaml

  QuantPath Admission Prediction (v2 Model)
  Sample Applicant | Top 30 University | GPA 4.0 | International

  Program                P(admit)   Category
  ─────────────────────────────────────────────
  Princeton MFin           18%      reach
  Baruch MFE               22%      reach
  Berkeley MFE             35%      reach
  CMU MSCF                 38%      reach
  MIT MFin                 25%      reach
  Columbia FE              42%      target
  Yale AM                  15%      reach
  Stanford MCF             20%      reach
  UChicago MSFM            55%      target
  NYU Courant              52%      target
  Columbia MSFE            48%      target
  Cornell MFE              58%      target
  Columbia MAFN            62%      target
  NYU Tandon MFE           72%      safety
  GaTech QCF               75%      safety

  15 programs evaluated (Tier 0 + Tier 1)

Data

Dataset Records Source
Admission records 13,100+ GradCafe, QuantNet, Reddit, 1point3acres, ChaseDream (accepted/rejected/waitlisted)
LinkedIn alumni 930 20 MFE programs (employer, undergrad school, graduation year)
Program database 31 QuantNet 2026 Rankings + official sites (prerequisites, deadlines, salaries)

Model

v1 (primary): Per-program logistic regression on GPA + GRE Quant with bias correction and profile adjustments for undergrad tier, internship quality, research, and major relevance. 27 trained models covering all 15 focused programs.

v2 (fallback): GPBoost -- LightGBM gradient boosting with per-program random intercepts. Trained on 11,100+ labeled records, 13 features, 31 programs. AUC 0.723, Brier 0.206 (5-fold CV). Used for programs without a v1 model.

Bias correction: Self-reported data has survivor bias (65% accept rate in data vs 4-30% real). The model replaces the biased intercept with logit(r) where r is the official acceptance rate, preserving learned feature slopes (King & Zeng 2001).

Beyond CV metrics: Labeled data-contribution issues add case-level checks against real outcomes. On strictly comparable rows (same focused program id as in quantpath predict, clear admit vs reject, binary threshold at P=0.5), historically reviewed batches align with realized decisions ~75–76% of the time—illustrative, not a guarantee: many posts mix non-focused programs, waitlists, or degree names that do not map 1:1 to a single YAML id.

Features

Command Description
quantpath predict Primary entry point -- P(admit) for 15 focused programs, reach/target/safety (no transcript needed)
quantpath evaluate Profile assessment -- 5-dimension score (37 sub-factors) with gaps and strengths
quantpath list Personalized reach/target/safety school list with P(admit) + CI
quantpath match --program cmu-mscf Prerequisite match for a specific program
quantpath gaps Priority-ranked gaps with recommended actions
quantpath optimize Top courses to take for maximum profile improvement
quantpath compare --programs cmu-mscf,baruch-mfe Side-by-side program comparison
quantpath roi Tuition, salary, NPV, payback period per program
quantpath timeline Month-by-month application action plan
quantpath portfolio --n-schools 8 --budget 1500 Optimize school list under budget constraints
quantpath whatif --gpa 3.95 --gre 170 See how improvements change P(admit)
quantpath tests GRE/TOEFL requirements across all programs
quantpath programs Full program database with rankings and stats
quantpath interview Practice questions by category and difficulty
quantpath contribute-upload Upload locally saved contribution data to GitHub

AI Tools

Tool Description
python tools/advisor.py --profile X.yaml Full AI advisory report (Claude-powered)
python tools/parse_profile.py --input resume.txt Resume/transcript → profile YAML
python tools/train_model_v2.py Train GPBoost model from admission data
python tools/scrape_1p3a.py manual Parse Chinese forum posts into structured data
CLAUDE.md Open in Claude Code for interactive MFE advising

Quick Start

Step 1 — Install and predict (< 2 minutes)

git clone https://github.com/MasterAgentAI/QuantPath.git
cd QuantPath && pip3 install -e .

# Interactive — answers a few questions, no file needed
quantpath predict

This gives you P(admit) for 15 programs, classified as reach/target/safety. Your profile is automatically saved to profiles/ for reuse.

Step 2 — Deeper analysis (optional, add courses)

The saved profile works for predict, but for course-level evaluation (5-dimension score, gap analysis, course recommendations), add your transcript:

# Edit the profile saved in Step 1 and add your courses
# (see examples/sample_profile.yaml for the full format)
vim profiles/your_name.yaml

# Then run detailed analysis
quantpath evaluate --profile profiles/your_name.yaml
quantpath gaps     --profile profiles/your_name.yaml
quantpath optimize --profile profiles/your_name.yaml

AI-powered advisory report (optional)

pip3 install anthropic
export ANTHROPIC_API_KEY=your_key
python tools/advisor.py --profile profiles/your_name.yaml --save report.md

Programs (15 Focused — Tier 0 + Tier 1)

Tier 0 (elite, <10% acceptance or unique positioning):

# Program University Class Rate Avg GPA Salary
1 MFin Princeton 44 5% 3.90 $160K
2 MFE Baruch College 20 4% 3.84 $179K
3 MFE UC Berkeley 76 17% 3.80 $154K
4 MSCF Carnegie Mellon 108 17% 3.86 $134K
5 MFin MIT Sloan 126 8% 3.80 $140K
6 MSFE Columbia FE (Econ) 25 5% 3.90 $150K
7 AM Yale 3 5% 3.90 $145K
8 MCF Stanford 10 5% 3.90 --

Tier 1 (highly competitive, strong placement):

# Program University Class Rate Avg GPA Salary
9 MSFM UChicago 118 22% 3.80 $124K
10 MathFin NYU Courant 37 23% 3.85 $126K
11 MSFE Columbia (IEOR) 136 13% 3.90 $138K
12 MFE Cornell 53 21% 3.80 $115K
13 MAFN Columbia (Math) 101 22% 3.80 $123K
14 MFE NYU Tandon 154 38% 3.83 $107K
15 QCF Georgia Tech 99 30% 3.75 $115K

Full 31-program database with deadlines, prerequisites, essay requirements, and interview formats in data/programs/.

Course Categories

37 categories across 4 academic dimensions, aligned with MFE program prerequisites.

Full category reference (click to expand)

Mathematics (30%)

calculus · linear_algebra · probability · ode · pde · real_analysis · numerical_analysis · stochastic_processes · stochastic_calculus · optimization

Statistics (20%)

statistics · regression · econometrics · time_series · stat_computing · stat_learning · bayesian

Computer Science (20%)

programming_cpp · programming_python · programming_r · data_structures · algorithms · machine_learning · reinforcement_learning · database · software_engineering

Finance & Economics (15%)

finance · derivatives · fixed_income · portfolio_theory · microeconomics · macroeconomics · game_theory · risk_management · financial_econometrics · accounting

Architecture

QuantPath/
├── core/                    # Evaluation engine (pure Python + PyYAML)
│   ├── profile_evaluator    # 5-dimension scoring (37 sub-factors)
│   ├── school_ranker        # Reach/target/safety + GPBoost v2 integration
│   ├── lr_predictor         # v1 LR + v2 GPBoost inference (graceful fallback)
│   ├── list_builder         # Portfolio optimization with geographic diversity
│   ├── gap_advisor          # Gap analysis with action recommendations
│   ├── course_optimizer     # Course impact optimization
│   ├── roi_calculator       # Financial ROI analysis
│   └── calibrator           # Model calibration from real admission data
├── cli/main.py              # 15+ CLI commands
├── web/app.py               # Streamlit dashboard (6 pages)
├── tools/
│   ├── train_model_v2.py    # GPBoost training pipeline
│   ├── train_model.py       # v1 sklearn LR training
│   ├── advisor.py           # Claude-powered advisory report
│   ├── parse_profile.py     # Resume/transcript → YAML parser
│   ├── scrape_1p3a.py       # 1point3acres scraper + regex parser
│   └── collect_data.py      # GradCafe + QuantNet data collection
├── scripts/
│   ├── prepare_training_data.py  # Data cleaning + feature matrix generation
│   └── collect_multidim.py       # Multi-source data collection pipeline
├── data/
│   ├── programs/            # 31 program YAML files
│   ├── admissions/          # 13,100+ records (CSV + JSON)
│   └── models/              # 27 LR models (primary) + GPBoost v2 (.bin + .json)
└── tests/                   # 465 tests, <1s runtime

Contributing

  1. Add/update program data — PRs to data/programs/ with updated deadlines or new programs
  2. Submit admission results — see Contributing Your Data below
  3. Report data errors — Open issues for outdated program information
  4. Feature requests — Tell us what would help your application process

Contributing Your Data

After running quantpath predict, you'll be asked whether to contribute your anonymized data. This is the #1 way to improve prediction accuracy for everyone.

Option A — Automatic (recommended):

quantpath predict --profile my_profile.yaml
# Answer "y" when prompted → auto-submits to GitHub

Option B — Browser (no GitHub CLI needed):

If you don't have gh installed, the CLI will save your data locally and offer to open a pre-filled GitHub issue page in your browser. Just click "Submit new issue".

Option C — Upload later:

# If data was saved locally (e.g. gh was not available), submit it later:
quantpath contribute-upload

Privacy: All data is anonymized before submission — university names are replaced with tiers (e.g. "US T30"), company names with categories (e.g. "top quant"). You choose per-field whether to share the original value or the anonymized version.

After you submit: Contributions land as GitHub issues (same data-contribution label). They are used for calibration discussions, future feature and tier tweaks, and documentation—not for training the public model until explicitly merged into the licensed dataset pipeline.

License

This project uses a multi-license structure to balance openness with protection:

Component License Commercial Use
Source code AGPL-3.0 Allowed if you release your source code (including SaaS)
Admission data & models CC BY-NC-SA 4.0 Not permitted without written agreement
Program database CC BY-SA 4.0 Allowed with attribution

In plain language:

  • Personal use, academic research, and learning — fully permitted, no restrictions.
  • Contributing and forking — welcome under the same license terms.
  • Building a commercial product or SaaS — the AGPL requires you to open-source your entire codebase. The data and models cannot be used commercially without a separate license.
  • Redistribution of data — allowed for non-commercial purposes with attribution and ShareAlike.

For commercial licensing inquiries, please open an issue or contact MasterAgentAI.

See LICENSE for the complete terms and NOTICE for attribution details.


QuantPath is a tool to assist with MFE application planning. All program data is sourced from official websites and QuantNet rankings. Always verify on official program websites before applying.

About

MFE admission prediction — GPBoost model (AUC 0.723) on 12,800+ records, 29 programs, 930 LinkedIn profiles. Pure data-driven, no manual tuning.

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