Tutorials on algorithmic trading#
Here is a collection of blog posts and tutorials that are relevant for algorithmic trading in Python.
Financial Models and Numerical Methods#
A collection of Jupyter notebooks based on different topics in the area of quantitative finance.
Gallery of Jupyter Books#
Multiple data research and quantative finance books for Python and Jupyter
Teddy Koker’s blog#
Articles on trading, gambling and machine learning.
Backtesting option strategy with Backtrader#
An example tutorial.
ML Algotrading Wiki#
A wiki website with research and various news sources.
Pair Trading: A market-neutral trading strategy with integrated Machine Learning#
The primary goal in an investment endeavor is the implementation of strategies that minimize the risk while also maximizing the financial gain or return from the said investment. While there have been many popular strategies and techniques developed over the years that point towards the same goal, the ‘Pairs-Trading’ strategy is one that has been used to great extent in modern hedge-funds, for its simplicity and inherent market-neutral qualities.
Dead Simple 2-Asset Portfolio that Crushes the S&P500#
This is an update to the original blog series that explored a simple strategy of being long UPRO and TMF in equal weight, inverse volatility and inverse-inverse volatility. This strategy crushed the cumulative and risk-adjusted returns of the benchmark SPY etf.
The anatomy of an ML-powered stock picking engine.