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Quant Science Profile picture
Quant Science
@quantscience_
Develop profitable trading strategies, build a systematic trading process, and trade your ideas with Python—even if you’ve never done it before.
9 subscribers
Feb 1 • 10 tweets • 2 min read
How to build an algorithmic trading system with Python

(based on 3 years of fixing mistakes and gaining confidence + results)

A thread: Image Today I want to share a little bit about what I've learned along my journey in algorithmic trading.

It took me 3 years to grow my confidence.

I made a ton of mistakes. But now my portfolio is $6,500,000.

I'm still learning. But here's what worked for me:
Jan 31 • 11 tweets • 3 min read
7 algorithmic trading strategies (that you can use on the SPY): Image Algorithmic (“algo”) trading uses computer-driven rules to automate buys & sells (and take human emotion out of trading).

Below are 7 tested strategies on $SPY (S&P 500) & more—plus final pros/cons.

Not financial advice!
Jan 31 • 14 tweets • 3 min read
How to create your own "mini" hedge fund with algorithmic trading and Python

A thread 🧵 Image 1. What is a Hedge Fund

Hedge funds pool money from wealthy individuals or institutions to seek higher, risk-adjusted returns across multiple markets.
Jan 29 • 7 tweets • 3 min read
Financial Statement Analysis with Large Language Models (LLMs)

A 54-page PDF: Image The paper investigates whether an LLM can successfully perform financial statement analysis in a way similar to a professional human analyst. Image
Jan 27 • 6 tweets • 2 min read
🚨ALGORITHMIC TRADING WORKSHOP 🚨

How to make algorithmic trading strategies (that actually work).

This is what we are covering: Image 1. Which algorithmic trading strategies to avoid (and which strategies hedge funds actually use) Image
Jan 27 • 12 tweets • 4 min read
Why learn algorithmic trading with Python?

A simple algorithmic trading strategy can yield a 50% return vs a buy and hold.

Here's how to do it in Python: Image 1. Start by Setting Up VectorBT

VectorBT is a backtesting library that is built for speed.

Run this code to set up the backtest strategy: Image
Jan 25 • 9 tweets • 3 min read
This guy made a real-world AI Hedge Fund Team in Python.

Then he made it available for everyone for free.

Here's how he did it (and how you can too). Image @virattt is doing something incredible.

He's using AI to replicate a hedge fund.

And he's open-sourced it for the world to learn.
Jan 25 • 10 tweets • 2 min read
Machine learning for quant finance.

In this thread, I'll share 3 months of research on developing predictive ML models in finance.

A thread 🧵 Image 1. Investment Universe

The first step is collecting data on the universe of assets that you wish to analyze.

With Python, we can freely access many assets and quickly get OHLCV data:

- yfinance
- openbb
Jan 22 • 5 tweets • 2 min read
Python is insane for algorithmic trading.

Example: Microsoft open-sourced this AI quant investment platform 100% for free

Here's what it does: Image Introducing Qlib: An AI-oriented Quantitative Investment Platform Image
Jan 20 • 9 tweets • 3 min read
How to make a simple algorithmic trading strategy with a 472% return using Python.

A thread. 🧵 Image This strategy takes advantage of "flow effects", which is how certain points in time influence the value of an asset.

This strategy uses a simple temporal shift to determine when trades should exit relative to their entry for monthly boundary conditions. Image
Jan 19 • 17 tweets • 5 min read
12 Python libraries for free market data everyone should know: Image yfinance

Data for stocks (historic, intraday, fundamental), FX, crypto, and options. Uses Yahoo Finance so any data available through Yahoo is available through yfinance.

github.com/ranaroussi/yfi…
Jan 18 • 4 tweets • 2 min read
OpenBB: A free alternative to the $20,000 Bloomberg Terminal

Available 100% free on GitHub: Image Get OpenBB on Github here: github.com/OpenBB-finance…
Jan 18 • 7 tweets • 3 min read
Financial Statement Analysis with Large Language Models (LLMs)

A 54-page PDF: Image The paper investigates whether an LLM can successfully perform financial statement analysis in a way similar to a professional human analyst. Image
Jan 6 • 7 tweets • 3 min read
How I went from $2M to $6,804,582 in 24 months with algorithmic trading and Python. Image I've been trading since 2007.

But I've made more money in the last 24 months than in the previous 10 years.

My secret: algorithms Image
Jan 5 • 8 tweets • 3 min read
This guy made a real-world AI Hedge Fund Team in Python.

Then he made it available for everyone for free.

Here's how he did it (and how you can too). Image @virattt is doing something incredible.

He's using AI to replicate a hedge fund.

And he's open-sourced it for the world to learn.
Jan 1 • 9 tweets • 4 min read
How to use MACD for algorithmic trading Machine Learning.

Let's dive in. 🧵 Image MACD (Moving Average Convergence Divergence) is most commonly used in Technical Trading.

But, it can be used as part of a factor model.

Let's see how. Image
Dec 31, 2024 • 16 tweets • 5 min read
12 Python libraries for free market data everyone should know: Image yfinance

Data for stocks (historic, intraday, fundamental), FX, crypto, and options. Uses Yahoo Finance so any data available through Yahoo is available through yfinance.

github.com/ranaroussi/yfi…
Dec 26, 2024 • 8 tweets • 3 min read
Fast Fourier Transforms in Python.

A tool every algorithmic trader needs.

This is how: Image Fast fourier transform is a secret of the pros.

It's rumored that RenTech uses FFT to denoise time series data.

And extract signals.

Here's how:
Dec 23, 2024 • 8 tweets • 3 min read
BREAKING: New Python Library for Finance Analysis with AI Agents

Here's a 30-second overview (+ Python Getting Started Tutorial): Image 1. OpenBB LLM Agents

A Python library for creating financial analyst agents.

- Financial Research
- Answer questions with up-to-date financial data
- Function calling to use OpenBB Platform
Dec 20, 2024 • 5 tweets • 2 min read
How to do financial data analysis using ChatGPT

A 54-page PDF. Image OpenAI's flagship model, ChatGPT-4o, released on May 13, 2024, offers enhanced natural language understanding and more coherent responses.
Dec 16, 2024 • 7 tweets • 2 min read
GPU-accelerated Quant Trading Library in Python.

This is cool: Image The python library is called "spectre"

It's a GPU-accelerated parallel quantitative library focused on speed and performance:

- Fast GPU Factor Engine
- Pure Python
- Compatible with alphalens and pyfolio