Lessons
15 Lessons
Course Overview
From brainstorming alphas to generating real PnL.
Tech Setup
Before we trade, we build the machine.
Why Python Over R, C++, Rust
You don't have to be a code monkey, but it'll help to know what's going on under the hood.
Quant Data 101: S3 buckets, mySQL, Parquet
An intro to everything you need to know about working with data.
Setting Up Your Own Database
The baseline framework for storing and accessing your own proprietary datasets.
Signal Delivery (E-Mail)
Setting up automated delivery so you can overseee your operation from your phone.
Strategy 1 – Cross-Sectional Time Series Momentum (EASY)
Let the winners keep winning.
Why Momentum Works and Why It'll Keep Working
Get familiar with the baseline intuition and the evidence supporting it.
Backtesting 101: How To Get it Right
An intro on avoiding bias, the need for walk-forward testing, and more.
Backtesting Walkthrough
Point in time universe construction, feature generation, and cost modeling.
Live Production Trading
A real-world walkthrough featuring basket orders, periodic rebalancing, and live position tracking.
Strategy 2 – Event-Driven Short Selling (MEDIUM)
Profit from companies destroying shareholder value.
Why Corporate Actions Are Still a Gold Mine
Gain a core understanding of why this is an edge that won't be going away.
Short Selling 101: Locates, Borrow Costs, Failures to Deliver
Short selling is a serious business, so you shouldn't jump in blind.
Turning SEC Filings into Cash
Understand which specific events are the most profitable and how we factor in machine learning.
Backtesting Walkthrough
Properly simulating holding extended-duration trades and modeling expected costs.
Infrastructure Setup
Feeding the events to our models as soon as they happen and dynamically tracking when to exit.
Strategy 3 – Pre-Market Based Short Selling (HARD)
Capitalize before retail even wakes up.
Creating a High-Frequency Proprietary Dataset
Models are only as good as the data they get, so let's make sure we're getting some damn good data.
Backtesting Walkthrough
Walking through realistic execution models, experimenting with a dual-model approach, and more.
Infrastructure Setup
You don't want to be manually running code at 5am, so let's get things automated.
Live Production Trading
A real-world walkthrough of parsing signals, locating shares and placing trades.
Portfolio Management (Running Multiple Strategies at Once)
One strategy is a hustle. Three is a business.
The Business Case of Multi-Strategy Trading
At scale, this is far more than a side hustle for profits.
Scaling Without Blowing Up
Walking the line between making the most money and avoiding large losses.
Keeping Track of It All
Running multiple strategies in parallel can get confusing, but it doesn't have to be.
Wrap Up + Where to Go Next
You've reached the end, but the journey is just beginning.
