Tutorials, guides and lessons on quantitative finance and systematic trading topics
Vasicek Model Simulation with Python
Ornstein-Uhlenbeck Simulation with Python
Python Libraries for Quantitative Trading
QSTrader v0.3.0 Released
Momentum Top N with Docker, Jupyter and QSTrader
Creating a Backtesting environment with Docker, Jupyter Notebook and QSTrader.
QSTrader v0.2.6 Released
Brownian Motion Simulation with Python
Calculating Realised Volatility with Polygon Forex data
Creating a Returns Series with Polygon's Forex Data
Candlestick Subplots with Plotly and the AlphaVantage API
QSTrader Fee Model Class Hierarchy
QSTrader Asset Class Hierarchy
Building a Raspberry Pi Cluster for QSTrader Using SLURM - Part 5
Building a Raspberry Pi Cluster for QSTrader Using SLURM - Part 4
Geometric Brownian Motion Simulation with Python
Building a Raspberry Pi Cluster for QSTrader using SLURM - Part 3
Evaluating Data Coverage with Tiingo
Building a Raspberry Pi Cluster for QSTrader using SLURM - Part 2
An Introduction to Stooq Pricing Data
Creating an Algorithmic Trading Prototyping Environment with Jupyter Notebooks and Plotly
Installing an Algorithmic Trading Research Environment with Python on Linux
Installing an Algorithmic Trading Research Environment with Python on Mac
Installing an Algorithmic Trading Research Environment with Python on Windows
Understanding Equities Data
Building a Raspberry Pi Cluster for QSTrader using SLURM - Part 1
Simple versus Advanced Systematic Trading Strategies - Which is Better?
QuantStart News - August 2020
QSTrader: Documentation Released
Sigma Algebras and Probability Spaces
Training the Perceptron with Scikit-Learn and TensorFlow
QuantStart News - July 2020
Connecting to the Interactive Brokers Native Python API
Introduction to Artificial Neural Networks and the Perceptron
Installing TensorFlow 2.2 on Ubuntu 18.04 with an Nvidia GPU
QuantStart News - June 2020
QSTrader: v0.1.1 Released
Periodically Rebalanced Static Allocation 'Buy and Hold' Strategies in QSTrader
QSTrader: v0.1.0 Released
QuantStart Content Survey 2020
Matrix Inversion - Linear Algebra for Deep Learning (Part 3)
How to Learn Advanced Mathematics Without Heading to University - Part 4
Generating Synthetic Histories for Backtesting Tactical Asset Allocation Strategies
The 60/40 Benchmark Portfolio
Systematic Tactical Asset Allocation: An Introduction
Hiring a Software Developer to Code Up a Trading Strategy
Engineering To Quant Finance - How To Make The Transition
Installing TensorFlow on Ubuntu 16.04 with an Nvidia GPU
QSTrader: November 2017 Update
QSTrader: A Major Update On Our Progress
Capital Raising for Early Stage Quant Fund Managers - Part I
High Frequency Trading III: Optimal Execution
High Frequency Trading II: Limit Order Book
Best Operating System For Quant Trading?
High Frequency Trading I: Introduction to Market Microstructure
What Alternative Career Paths Exist For Quants?
Derivatives Pricing III: Models driven by Lévy processes
Derivatives Pricing II: Volatility Is Rough
Backtesting Systematic Trading Strategies in Python: Considerations and Open Source Frameworks
Derivatives Pricing I: Pricing under the Black-Scholes model
Should You Buy or Rent a GPU-Based Deep Learning Machine for Quant Trading Research?
Matrix Algebra - Linear Algebra for Deep Learning (Part 2)
Rough Path Theory and Signatures Applied To Quantitative Finance - Part 4
Scalars, Vectors, Matrices and Tensors - Linear Algebra for Deep Learning (Part 1)
Rough Path Theory and Signatures Applied To Quantitative Finance - Part 3
What are the Different Types of Quant Funds?
Rough Path Theory and Signatures Applied To Quantitative Finance - Part 2
Setting up an Algorithmic Trading Business
Rough Path Theory and Signatures Applied To Quantitative Finance - Part 1
What are the Career Paths in Systematic Trading?
What is Deep Learning?
QuantStart Upcoming Content Survey 2017
Market Regime Detection using Hidden Markov Models in QSTrader
Annualised Rolling Sharpe Ratio in QSTrader
Advanced Algorithmic Trading - Final Release
Sentiment Analysis Trading Strategy via Sentdex Data in QSTrader
Aluminum Smelting Cointegration Strategy in QSTrader
Advanced Algorithmic Trading and QSTrader - Fifth Update
K-Means Clustering of Daily OHLC Bar Data
Bootstrap Aggregation, Random Forests and Boosted Trees
Black Friday Weekend - 40% Discount On All Ebooks!
QuantStart Singapore November 2016 Trip Report
QuantStart Gets a Makeover
Advanced Algorithmic Trading and QSTrader - Fourth Update
Strategic and Equal Weighted ETF Portfolios in QSTrader
Monthly Rebalancing of ETFs with Fixed Initial Weights in QSTrader
QuantStart New York City October 2016 Trip Report
QuantStart Events in October and November 2016
Hidden Markov Models for Regime Detection using R
Kalman Filter-Based Pairs Trading Strategy In QSTrader
Quant Finance Career Skills - What Are Employers Looking For?
Hidden Markov Models - An Introduction
How to Learn Advanced Mathematics Without Heading to University - Part 3
Dynamic Hedge Ratio Between ETF Pairs Using the Kalman Filter
Beginner's Guide to Decision Trees for Supervised Machine Learning
Should You Build Your Own Backtester?
Maximum Likelihood Estimation for Linear Regression
Mailbag: How Do You Move From Quant Developer To Quant Trader?
Beginner's Guide to Unsupervised Learning
Mailbag: Can You Get A Job In HFT Without A Degree?
Advanced Algorithmic Trading and QSTrader - Second Update
Johansen Test for Cointegrating Time Series Analysis in R
Cointegrated Augmented Dickey Fuller Test for Pairs Trading Evaluation in R
Cointegrated Time Series Analysis for Mean Reversion Trading with R
Deep Learning with Theano - Part 1: Logistic Regression
How to Learn Advanced Mathematics Without Heading to University - Part 2
Advanced Algorithmic Trading and QSTrader Updates
QuantStart April 2016 News
Bayesian Linear Regression Models with PyMC3
Markov Chain Monte Carlo for Bayesian Inference - The Metropolis Algorithm
How to Learn Advanced Mathematics Without Heading to University - Part 1
Careers in Quantitative Finance
Advanced Trading Infrastructure - Portfolio Handler Class
Advanced Trading Infrastructure - Portfolio Class
Advanced Trading Infrastructure - Position Class
QuantStart: 2015 In Review
State Space Models and the Kalman Filter
Announcing the QuantStart Advanced Trading Infrastructure Article Series
How to Write a Great Quant Blog
Announcement: Speaking at QuantCon in April 2016
ARIMA+GARCH Trading Strategy on the S&P500 Stock Market Index Using R
Generalised Autoregressive Conditional Heteroskedasticity GARCH(p, q) Models for Time Series Analysis
Autoregressive Integrated Moving Average ARIMA(p, d, q) Models for Time Series Analysis
Autoregressive Moving Average ARMA(p, q) Models for Time Series Analysis - Part 3
Autoregressive Moving Average ARMA(p, q) Models for Time Series Analysis - Part 2
Autoregressive Moving Average ARMA(p, q) Models for Time Series Analysis - Part 1
White Noise and Random Walks in Time Series Analysis
Serial Correlation in Time Series Analysis
Forex Trading Diary #7 - New Backtest Interface
Beginner's Guide to Time Series Analysis
Successful Algorithmic Trading Updated for Python 2.7.x and Python 3.4.x
Forex Trading Diary #6 - Multi-Day Trading and Plotting Results
Bayesian Inference of a Binomial Proportion - The Analytical Approach
The Top 5 UK Universities For Becoming A Quant
Forex Trading Diary #5 - Trading Multiple Currency Pairs
Forex Trading Diary #4 - Adding a Backtesting Capability
Matrix-Matrix Multiplication on the GPU with Nvidia CUDA
Best Undergraduate Degree Course For Becoming A Quant?
Using Cross-Validation to Optimise a Machine Learning Method - The Regression Setting
Forex Trading Diary #3 - Open Sourcing the Forex Trading System
The Bias-Variance Tradeoff in Statistical Machine Learning - The Regression Setting
Forex Trading Diary #2 - Adding a Portfolio to the OANDA Automated Trading System
Forex Trading Diary #1 - Automated Forex Trading with the OANDA API
Supervised Learning for Document Classification with Scikit-Learn
QuantStart: 2014 in Review
Monte Carlo Simulations In CUDA - Barrier Option Pricing
Bayesian Statistics: A Beginner's Guide
dev_array: A Useful Array Class for CUDA
Installing Nvidia CUDA on Ubuntu 14.04 for Linux GPU Computing
Event-Driven Backtesting with Python - Part VIII
Support Vector Machines: A Guide for Beginners
Vector Addition "Hello World!" Example with CUDA on Mac OSX
Installing Nvidia CUDA on Mac OSX for GPU-Based Parallel Computing
Easy Multi-Platform Installation of a Scientific Python Stack Using Anaconda
Basics of Statistical Mean Reversion Testing - Part II
Value at Risk (VaR) for Algorithmic Trading Risk Management - Part I
A Day in the Life of a Quantitative Developer
How To Get A Quant Job Once You Have A PhD
Top 5 Essential Books for Python Machine Learning
Money Management via the Kelly Criterion
Quick-Start Python Quantitative Research Environment on Ubuntu 14.04
Parallelising Python with Threading and Multiprocessing
Event-Driven Backtesting with Python - Part VII
Beginner's Guide to Statistical Machine Learning - Part I
Event-Driven Backtesting with Python - Part VI
Event-Driven Backtesting with Python - Part V
Event-Driven Backtesting with Python - Part IV
My Talk At The London Financial Python User Group
Event-Driven Backtesting with Python - Part III
Downloading Historical Intraday US Equities From DTN IQFeed with Python
Event-Driven Backtesting with Python - Part II
Event-Driven Backtesting with Python - Part I
Choosing a Platform for Backtesting and Automated Execution
Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM
Using Python, IBPy and the Interactive Brokers API to Automate Trades
Continuous Futures Contracts for Backtesting Purposes
Backtesting a Forecasting Strategy for the S&P500 in Python with pandas
Backtesting a Moving Average Crossover in Python with pandas
Research Backtesting Environments in Python with pandas
Forecasting Financial Time Series - Part I
Self-Study Plan for Becoming a Quantitative Trader - Part II
Downloading Historical Futures Data From Quandl
My Interview Over At OneStepRemoved.com
Why a Masters in Finance Won't Make You a Quant Trader
Self-Study Plan for Becoming a Quantitative Trader - Part I
How to Get a Job at a High Frequency Trading Firm
Basics of Statistical Mean Reversion Testing
Installing a Desktop Algorithmic Trading Research Environment using Ubuntu Linux and Python
Calculating the Greeks with Finite Difference and Monte Carlo Methods in C++
Jump-Diffusion Models for European Options Pricing in C++
Getting a Job in a Top Tier Quant Hedge Fund
Heston Stochastic Volatility Model with Euler Discretisation in C++
Free Quantitative Finance Resources
Implied Volatility in C++ using Template Functions and Newton-Raphson
Eigen Library for Matrix Algebra in C++
What's New in the C++11 Standard Template Library?
Best Programming Language for Algorithmic Trading Systems?
C++ Standard Template Library Part III - Algorithms
Top 10 Essential Resources for Learning Financial Econometrics
Interactive Brokers Demo Account Signup Tutorial
Generating Correlated Asset Paths in C++ via Monte Carlo
Implied Volatility in C++ using Template Functions and Interval Bisection
Top 5 Essential Beginner Books for Algorithmic Trading
Sharpe Ratio for Algorithmic Trading Performance Measurement
C++ Standard Template Library Part II - Iterators
Securities Master Database with MySQL and Python
Securities Master Databases for Algorithmic Trading
C++ Explicit Euler Finite Difference Method for Black Scholes
Successful Backtesting of Algorithmic Trading Strategies - Part II
Can Algorithmic Traders Still Succeed at the Retail Level?
Successful Backtesting of Algorithmic Trading Strategies - Part I
How to Identify Algorithmic Trading Strategies
Random Number Generation via Linear Congruential Generators in C++
Function Objects ("Functors") in C++ - Part 1
Statistical Distributions in C++
Floating Strike Lookback Option Pricing with C++ via Analytic Formulae
Beginner's Guide to Quantitative Trading
Risk Neutral Pricing of a Call Option with Binomial Trees with Non-Zero Interest Rates
Self-Study Plan for Becoming a Quantitative Analyst
Asian option pricing with C++ via Monte Carlo Methods
Self-Study Plan for Becoming a Quantitative Developer
Can You Still Become a Quant in Your Thirties?
C++ Standard Template Library Part I - Containers
Matrix Classes in C++ - The Source File
Matrix Classes in C++ - The Header File
Tridiagonal Matrix Algorithm ("Thomas Algorithm") in C++
Double digital option pricing with C++ via Monte Carlo methods
Digital option pricing with C++ via Monte Carlo methods
European vanilla option pricing with C++ via Monte Carlo methods
European vanilla option pricing with C++ and analytic formulae
Jacobi Method in Python and NumPy
QR Decomposition with Python and NumPy
Cholesky Decomposition in Python and NumPy
LU Decomposition in Python and NumPy
STL Containers and Auto_ptrs - Why They Don't Mix
Which Programming Language Should You Learn To Get A Quant Developer Job?
Mathematical Constants in C++
My Experiences as a Quantitative Developer in a Hedge Fund
Passing By Reference To Const in C++
Why Study for a Mathematical Finance PhD?
What Classes Should You Take To Become a Quantitative Analyst?
C++ Virtual Destructors: How to Avoid Memory Leaks
What are the Different Types of Quantitative Analysts?
Quantitative Finance Reading List
Derivative Pricing with a Normal Model via a Multi-Step Binomial Tree
Pricing a Call Option with Multi-Step Binomial Trees
Pricing a Call Option with Two Time-Step Binomial Trees
Multinomial Trees and Incomplete Markets
Replication Pricing of a Call Option with a One-Step Binomial Tree
Risk Neutral Pricing of a Call Option with a Two-State Tree
Hedging the sale of a Call Option with a Two-State Tree
Introduction to Option Pricing with Binomial Trees
Understanding How to Become a Quantitative Analyst
Top 5 Essential Beginner C++ Books for Financial Engineers
Top 5 Finite Difference Methods books for Quant Analysts
5 Top Books for Acing a Quantitative Analyst Interview
5 Important But Not So Common Books A Quant Should Read Before Applying for a Job
European Vanilla Call-Put Option Pricing with Python
Options Pricing in Python
Tridiagonal Matrix Solver via Thomas Algorithm
Crank-Nicholson Implicit Scheme
Solving the Diffusion Equation Explicitly
Derivative Approximation via Finite Difference Methods
Junior Quant Jobs Beginning a career in Financial Engineering after a PhD
Deriving the Black-Scholes Equation
Ito's Lemma
Geometric Brownian Motion
Stochastic Differential Equations
Brownian Motion and the Wiener Process
Quant Reading List Python Programming
Quant Reading List Numerical Methods
Quant Reading List C++ Programming
Quant Reading List Derivative Pricing
The Markov and Martingale Properties
Introduction to Stochastic Calculus
