On this page, you’ll find examples of content organized by technique. This isn’t a comprehensive index of all of our content. Instead, it points you to the best places to learn about a specific technique.
On This Page
- Data Analysis Techniques
- The Mortal Sins, Embracing the Mayhem, and Running it like a Business
- Sizing and Portfolio Construction
- Volatility, Variance, and Covariance
- Options Concepts
- Statistical Arbitrage Basics
- Carry
- Working with Futures
- Equity Timing
- Data Engineering
- Execution Concepts
- Pricing a Scenario – Is There a Trade?
- Working with Zorro
- Strategy Review
Data Analysis Techniques
Research Mindset
- Data Analysis – Mindset and Techniques from Trade Like a Quant
R Basics
- Financial Data Analysis with R in the Crypto Pod, from Quant for Crypto
- Doing Financial Data Analysis in R, bonus material from Trade Like a Quant
- Objects, Functions, and Pipes in R, from Trading through Armageddon Bootcamp
- Tidy Data, and Switching between Long and Wide Formats, from Trading through Armageddon Bootcamp
- Financial Data Manipulation in dplyr for Quant Traders, from Trading through Armageddon Bootcamp
Returns and Distributions
- Returns and Distributions from Alpha Trading Workshop (includes multiple lessons)
- Time Series Returns Analysis from Quant for Crypto
- Cross-Sectional Analysis of Cryptocurrencies from Quant for Crypto
Time Series Return Prediction
- Time Series Return Prediction from Alpha Trading Workshop
- Time Series Momentum from Quant for Crypto
- Introduction to Time Series Factor Analysis from Zero to Robot Master Bootcamp
Cross-Sectional Return Prediction
- Cross-Sectional Return Prediction from Alpha Trading Workshop
- Cross-Sectional Momentum from Quant for Crypto
- Factor Analysis from FX Bootcamp
- Cross-sectional return analysis techniques webinar (from 52:40). Summary here.
Testing Persistence
- Assumptions of Persistence: Lags, Leads, Overlaps, and Scatterplots from Alpha Trading Workshop
- Modelling a time-varying market in the context of a generic quant trading approach to optimisation: Webinar and summary
Luck and Stability
- Luck and Stability from Alpha Trading Workshop
- Explore Date Subsets and Look for Consistency of the Effect in Excel from Trade Like a Quant
Seasonality
- Calculate Day of the Month and Daily Log Returns in Excel from Trade Like a Quant
- Repeating Seasonal Patterns in Cryptocurrency Returns
- Seasonality (multiple lessons) from FX Bootcamp
What Else Would Explain This?
- What Else Would Explain This? From Alpha Trading Workshop
Point-in-Time Universe Creation
- Wrap-up Trend, Seasonality, and Momentum Effect Research from Trade Like a Quant
- Creating an Unbiased Universe for Cross-Sectional Analysis from Quant for Crypto
Simulation
- Portfolio construction and simulation from Trade Like a Quant
- rsims tutorial from the RWI Blog
- Using simulation to answer questions from a RW Pro webinar (starts 15:50)
Vector-Based Simulation
- Cryptocurrency Trend Effects from Trade Like a Quant
Data analysis in Excel or Google Sheets
- Get TLT Daily Prices from AlphaVantage API in Excel from Trade Like a Quant
- Calculate Day of the Month and Daily Log Returns in Excel from Trade Like a Quant
- Group by Day of the Month and Plot Mean Returns for Each Day in Excel from Trade Like a Quant
- Explore Date Subsets and Look for Consistency of the Effect in Excel from Trade Like a Quant
- Time Series Plots in Excel from Trade Like a Quant
- Data Analysis for the Rebalance Game in Excel from Trade Like a Quant
the mortal sins, embracing the mayhem, and running it like a business
- Seeing the market for what it is from Trade Like a Quant
Sizing, Portfolio Construction, and Rebalancing
- Risk parity and ERC
- Introductory material on strategic sizing of risk premia harvesting from Trade Like a Quant
- Portfolio construction from Trade Like a Quant
- Dynamic risk premia sizing, bonus material from Trade Like a Quant
- Rebalancing voodoo, from a RW Pro webinar (starts at 55:45)
- Jensen’s inequality and combining signals, from a RW Pro webinar (starts at 45:23)
- Rebalancing options trades, from a RW Pro webinar (starts at 52:40)
- Introduction to portfolio optimisation with convex optimisation, from a RW Pro webinar (starts at 49:34). Notebook with examples here.
- Using longer lookback standard deviation in the zscore ranking of cross-sectional features, from a RW Pro summary. Notebook here.
- The theory of sizing and volatility targeting. Using the TradingView volatility targeting tools. Webinar and summary.
- A generic quant trading trading system, Part 1. Webinar and summary.
- A generic quant trading trading system, Part 2. Webinar and summary.
- Managing to a drawdown target – RWI post (not a good idea, unless you have to do it)
Volatility, Variance, and Covariance
- RP In-Depth: Volatility – Introduction
- RP In-Depth: Volatility – The Nature of the Beast
- RP In-Depth: Volatility – Taming the Beast
- RP In-Depth: Volatility – Analysis
- RP In-Depth: Covariance, or How Things Move Together
- RP In-Depth: Covariance – Analysis
Options and Volatility Concepts
- Understanding VIX, options, volatility, tail hedging from Trade Like a Quant
- A refresher on the basics of VIX from a RW Pro webinar
- Calculating constant maturity VIX futures prices, from a RW Pro webinar (starts 52:28)
- Risk-neutral derivatives pricing from Options for Degenerate Gamblers
- Testing options ideas without backtesting from Options for Degenerate Gamblers
- Playing Defence – Hedging, from Trading through Armageddon Bootcamp
- Rebalancing options trades, from a RW Pro webinar (starts at 52:40)
Statistical arbitrage Basics
- Background and theory from Statistical Arbitrage 2022
- Background theory presented slightly differently with a crypto focus
Carry
Working with futures
Equity Timing
Data Engineering
- Developing the pairs trading pipeline to run on Google Cloud BigQuery
- Data Engineering for Traders Bootcamp (currently under development)
- Working with data in BigQuery
Execution Concepts
- PnL of the average liquidity provider – webinar, notebook
- Spoofing and flipping (don’t do this!) – webinar (from 37:20)
- Analysing the efficiency of the US stock market closing auction – webinar (from 20:20)
- Managing positions in crypto shitcoin pumps (webinar and summary)
Pricing a Scenario – Is There a Trade?
Working with Zorro
- Zorro Crash Course (video content)
- Live trading FX with Zorro on Darwinex from Zero to Robot Master Bootcamp
- Live trading FX with Zorro on Oanda from Zero to Robot Master Bootcamp
- Live trading ETFs with Zorro on Interactive Brokers from Zero to Robot Master Bootcamp
- Setting up for Live Trading with Zorro on Darwinex from FX Robots Bootcamp
- Algorithmic Trading with Zorro (how to code for Zorro)
- Advanced Algorithmic Trading (advanced Zorro features)
