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[ Paths ]6 paths · 8 standalone research

Paths

What reads best in order, grouped into paths. The rest, standalone and by date.

Track

Start here

For newcomers: what quant research is, the environment and the first data.

4 parts · 29 min total

  1. Introduction to Quant ResearchResearch-0023
  2. Working environment with DockerResearch-0013
  3. Market data with OpenBBResearch-0014
  4. Python trading courseResearch-0018

Series · Complete

Big Data Management

A market datalake with ArcticDB, from scratch to a Zipline backtest.

4 parts · 34 min total

  1. Introduction to big data for tradingResearch-0019
  2. First Lines of CodeResearch-0020
  3. Datalake on the Nasdaq with ArcticDBResearch-0021
  4. Using the Datalake in ZiplineResearch-0022

Series · Complete

Seasonality in Python

Intraday patterns in futures: from preprocessing to optimization.

4 parts · 37 min total

  1. Preprocessing and intraday patternsResearch-0024
  2. BacktestingResearch-0025
  3. Trade statisticsResearch-0026
  4. Field SearchResearch-0027

Collection

Volatility from scratch

From intuition to volatility targeting.

4 parts · 21 min total

  1. Introduction to volatilityResearch-0001
  2. Volatility Estimators for TradingResearch-0002
  3. Uses of volatility and VIX1DResearch-0003
  4. Volatility Targeting in PythonResearch-0004

Collection

Liquidity

From the order book to aggregate dollar liquidity.

3 parts · 22 min total

  1. Price Discovery & Arbitrage Pricing TheoryResearch-0006
  2. Limit Order Book - Aggregated Market LiquidityResearch-0008
  3. Approximately Calculating USD LiquidityResearch-0015

Series · Open

Zipline in Python

Backtesting with Zipline.

2 parts · 14 min total

  1. Zipline 1 · Quant stack and pipelineResearch-0011
  2. Zipline 2 · First data analysisResearch-0012

Standalone

8 research · by date

Topics