On this page, you’ll find an index of content organized by asset class.
On this Page
Equities
Courses and Bootcamps
- Risk Premia on Schteroids Bootcamp
- Statistical Arbitrage 2022
- Equity Pairs Trading lessons: data pipeline and pairs selection
- Trading with Machine Learning and Big Data Bootcamp
- Pairs Trading Bootcamp
- Trade Like a Quant Bootcamp
- Price discovery, limit order book, and opening and closing auctions (start here)
- Stonkingly obvious, high-probability edges (also includes some edges in other asset classes)
- Inefficiencies and where to find them (also includes some inefficiencies in other asset classes)
- Dynamic sizing in risk premia harvesting
- Market basics
- Alpha Trading Workshop
- Zero to Robot Master Bootcamp (ETF implementations of Risk Premia Harvesting and VIX Basis)
- Trading through Armageddon Bootcamp
- Risk Premia Harvesting in FX Robots Bootcamp (duplicated content)
- Risk Premia Harvesting in FX Bootcamp (duplicated content)
- GLD/GDX Seasonality Trade in FX Robots Bootcamp
Strategies
- Risk Premia Harvesting
- VIX Basis
- End-of-Month Flow Effects
- Equity Pairs Trading
- Post-Earnings Announcement Drift
- Intraday/Overnight Equity Seasonality (not updated)
- Long-Term Valuation Timing (not updated)
- GLD/GDX Seasonality (not updated)
- Buying NAV Discounts (not updated)
- Conditionally High Beta ETF Constituents (“Revenge of the Stock Pickers”) (not updated)
- Short-Term Stock Reversal with Meta-Labelling (not updated)
Research and Data
- The Lab’s Macro Pod
- The Lab’s Equity Factors Pod
- The Lab’s Equity Stat Arb Pod
- The Lab’s Community Algos repo
- Bond seasonality public research notebook
- Risk premia public simulation public notebook
- Bond seasonality and risk premia portfolio simulation public notebook
- Post-Earnings Announcement Drift research and data engineering
- Data from the Macro Pod
Other Tools
- RP Schteroids API Endpoints – actively maintained
- Trade Like a Quant Trading/Analysis Dashboard – actively maintained
- Shiny app for exploring the end-of-month flow effects strategies
- Shiny app for exploring the VIX basis strategy
- Shiny app for exploring 3-asset risk premia harvesting (US, UCITS, and leveraged ETFs) – actively maintained
- Shiny app for exploring risk premia portfolios
Options and Volatility
Courses, Bootcamps, Webinars
- Options for Degenerate Gamblers
- Trade Like a Quant Bootcamp
- Stonkingly obvious, high-probability edges (also includes some edges in other asset classes)
- Inefficiencies and where to find them (also includes some inefficiencies in other asset classes)
- Trading through Armageddon Bootcamp
- This webinar and summary from 2023 is a succinct introduction to VIX and VIX derivatives. It also includes approaches to trading VIX derivatives, including the VIX basis strategy.
- In 2024, we analysed whether short volatility is getting crowded. Webinar here, summary here.
- Modelling known volatility events in the VIX term structure. Webinar here, summary here.
- Is Dec VX mispriced because traders can’t count holidays? Webinar here, summary here, notebook here.
- Information on managing a short volatility position. Webinar here (from 34:28), summary here.
Strategies
Research and Data
- The Lab’s Equity Factors Pod – options research
- Straddle over earnings research in the Macro Pod
- Straddle over earnings data
Other Tools
- Shiny app for building intuition around the variables affecting options prices
- Shiny app for exploring the VIX basis strategy
Futures
Courses and Bootcamps
- Risk Premia on Schteroids Bootcamp
- Trade Like a Quant Bootcamp
- Stonkingly obvious, high-probability edges (also includes some edges in other asset classes)
- Inefficiencies and where to find them (also includes some inefficiencies in other asset classes)
- Trading through Armageddon Bootcamp
Strategies
- Risk Premia Harvesting (for futures implementations, see Risk Premia on Schteroids Bootcamp)
- VIX Basis (implemented with VX futures)
- Intraday/Overnight Equity Seasonality (not updated)
Research and Data
- The Lab’s Macro Pod
- Futures data:
Crypto
Courses and Bootcamps
- Quant for Crypto
- Statistical Arbitrage 2022
- Trade Like a Quant Bootcamp
- Stonkingly obvious, high-probability edges (also includes some edges in other asset classes)
- Inefficiencies and where to find them (also includes some inefficiencies in other asset classes)
- Simple cryptocurrency research in R
Strategies
- Crypto Perp Basis (not updated)
- Crypto Extreme Carry Basket (not updated)
- Crypto YOLO (combining momentum and trend)
- Crypto Extreme Borrow Short Squeeze (not updated)
- Crypto Stablecoin Lending (not updated)
- Crypto Yield Farming (not updated)
- Crypto Seasonality (not updated)
- Trading the FTX Leveraged Token Rebalance (retired, not updated)
- Crypto Intraday Seasonality
- Managing Crypto Pumps
- Short-term reversal effects (weak effect)
Research and Data
Other Tools
- YOLO Strategy Dashboard – static (based on FTX – to be ported elsewhere)
- YOLO Trade Helper Spreadsheet v4 – static (based on FTX – to be ported elsewhere)
FX
Courses and Bootcamps
- FX Bootcamp
- RW Pro Alpha FX Bootcamp (initial forays in FX, precursor to FX Bootcamp)
- Zero to Robot Master Bootcamp
- FX Robots Bootcamp
- Trade Like a Quant Bootcamp
- Inefficiencies and where to find them (also includes some inefficiencies in other asset classes)
- Zorro Beginner to Master Crash Course (learning Zorro with an FX focus)
Strategies
- FX Intraday Seasonality
- FX Weekend Cross-Sectional Gap
- FX Commodity Stat Arb Basket
- FX Broad Pairs Trading
- FX Squeeze Mean Reversion
- FX Carry (retired, not updated)
- FX European Currency Stat Arb Basket (not updated)
- FX Selecting Darwins (not updated)
- FX Momentum Reversal (not traded, not updated)
