Quantitative Finance
20 Threads
The 7 best PyQuant News tweets of all time for quant finance, algo trading, and market data analysis (bookmark this thread):
I learned MATLAB and Octave (wtf?) during my master's degree. So I studied 82,112 Python code repos and taught myself Python. 99.9% of them were a complete waste of time. But th...
SABR: The implied volatility model every serious quant uses. Not a (serious) quant? Not a (serious) problem. Here’s a quick walkthrough (with the Python code): https://t.co/BzS...
#DataScience meets #Quant #Finance: Can we use Anomaly detection to identify buy/sell patterns? Anomaly detection for stocks in 4 steps. A thread with #Python code 🧵 https://t....
3 ways to obtain arbitrage: • Dual Listing Arbitrage • Statistical Arbitrage • Options Arbitrage The problem? Most people don't have the code to learn how they work. Until now:
Numerical methods: They put the "quant" into "quant finance." It comes down to solving really hard math problems using lots of simple steps. Here's a collection of 22 Python Not...
The two approaches to research in quant finance: 1. Hypothesis -> Data 2. Data -> Hypothesis A thread on these two approaches: (1/N)
Quants use principal component analysis to find alpha. Blackrock uses it to manage $100s of billions in factor funds. Northfield uses it to earn $10s of millions selling factors...
4 hacks to get started with Python • Work on things you can use in real life • Find a support group to give you help • Build in Public to stay accountable • Write a little bit of...
The harsh truth about being a quant: You have to read a lot. The 4 books every aspiring quant needs on their bookshelf: https://t.co/Ko4uS8xj6M
Missles, robots, and traffic. Nothing to do with quant finance, right? Quants use the Kalman filter to predict future observations of hidden variables. You can use it too-with P...
Quants use principal component analysis to find alpha. Blackrock uses it to manage $100s of billions in factor funds. Northfield uses it to earn $10s of millions selling factors...
Skip the quant finance degree. Dive into 17 code repos that will teach you more than all your professors at school. All without costing you $90,000:
(YouTube) Algorithmic Trading Using Python Build 3 quant trading strategies in Python with this 4.5 hour YouTube video: • S&P500 replication • Momentum strategy • Value stock scr...
A Rapid Fire Intro to Google Colab In 15 minutes, code a result that would have taken a busload of PhDs hours and hours to produce a few years ago. https://t.co/feGHeubzKu
8 trading and backtesting libraries in Python that will help you find your edge:
Some of the best quants in the world wrote a paper about statistical arbitrage in AMMs (Uniswap v3) last summer: https://t.co/6GDR8zTQ3C https://t.co/JhvzYCJ9xH
The quant finance starter pack: Markets: • Participants • Interest rates • Microstructure Stats: • Probability • Regression • Time series analysis Math: • Calculus • Matrix m...
Was talking to an algo trader who's managing close to $10M in his family office, as a systematic trading fund. He mentioned getting a lot of ideas to test from reddit. Here are 7...
Over the past 10 years, I've watched over 250 YouTube videos on quantitative finance. And the truth is, 99% of them were a complete waste of time. But these 8 are worth more than...