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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.
13 subscribers
Dec 8 • 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…
Dec 8 • 5 tweets • 2 min read
159 page PDF download.

The best examples of how machine learning is used in finance and algorithmic trading.

Grab the paper here: Image The paper highlights the best examples of what this line of research has to offer and recommends promising directions for future research.

Download here:

I have one more thing for you before you go:papers.ssrn.com/sol3/papers.cf…
Dec 7 • 11 tweets • 4 min read
Automate your trading strategies in Python

How to build your first trading bot:

(a thread) Image 1. What is a trading bot?

A trading bot is a software program that automates buying and selling financial assets like stocks and cryptocurrencies based on pre-defined strategies and rules.

These automated systems can manage portfolios without human intervention, operating 24/7.
Dec 7 • 11 tweets • 3 min read
🚨 BREAKING: I just stumbled upon this Machine Learning Python library for Algorithmic Trading that looks insane.

It's called AlphaPy.

This is what it does: Image AlphaPy is a machine learning framework for both speculators and data scientists.

It is written in Python with the scikit-learn and pandas libraries, as well as many other helpful libraries for feature engineering and visualization.

Here's some of what it does:
Dec 5 • 8 tweets • 3 min read
🚨BREAKING: A new Python library for quant analysis

It's called squarequant.

This is what it does (a thread 🧵) Image 1. What is squarequant?

SquareQuant is a Python library for quantitative finance that provides risk metrics, performance analysis, and basic visualization tools
Nov 29 • 8 tweets • 3 min read
A 23-page research paper reveals the number 1 method Hedge Funds use to beat the market:

Time Series Momentum

This is how: 🧵 Image 1. What Is Time Series Momentum?

Time Series Momentum (TSMOM) bets on trends continuing. If a stock’s up, buy more; if down, sell. A 2011 study of 58 assets proved it works! Image
Nov 17 • 12 tweets • 4 min read
Stock Prediction AI: Using Machine Learning and Deep Learning to predict stock price movements in Python.

The Python code is 100% free on GitHub.

Let's dive in (bookmark this): Image 1. The Python Machine Learning and Deep Learning Libraries:

- mxnet
- gluon
- sklearn
- xgboost Image
Nov 15 • 9 tweets • 3 min read
🚨BREAKING: A new Python library for algorithmic trading.

Introducing TensorTrade: An open-source Python framework for trading using Reinforcement Learning (AI) Image TensorTrade is an open source Python framework for building, training, evaluating, and deploying robust trading algorithms using reinforcement learning leveraging:

- numpy
- pandas
- gym
- keras
- tensorflow
Nov 9 • 4 tweets • 2 min read
Stop trading with Excel. Start trading with Python.

Portfolio optimization is literally 4 lines of Python code: Image Portfolio Optimization (4 lines of Python code): Image
Nov 3 • 12 tweets • 4 min read
Automate your trading strategies in Python

How to build your first trading bot:

(a thread) Image 1. What is a trading bot?

A trading bot is a software program that automates buying and selling financial assets like stocks and cryptocurrencies based on pre-defined strategies and rules.

These automated systems can manage portfolios without human intervention, operating 24/7.
Nov 3 • 17 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.
Nov 2 • 7 tweets • 3 min read
🚨 BREAKING: A new 33-page PDF demystifying how hedge funds create bias-free signals

This is what you need to know (Number 2 is the most important finding): 🧵 Image 1. Signal Sensitivity to Returns

- MOM
- SMA
- EMA
- SMA Crossover
- EMA Crossover
- MACD Image
Nov 2 • 8 tweets • 3 min read
🚨BREAKING: Microsoft open-sourced an AI Quant investment platform in Python

This is what you need to know:

(a thread) Image 1. What is Qlib?

Qlib is an open-source, AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing production. Image
Oct 25 • 8 tweets • 3 min read
A 23-page research paper reveals the number 1 method Hedge Funds use to beat the market:

Time Series Momentum

This is how: 🧵 Image 1. What Is Time Series Momentum?

Time Series Momentum (TSMOM) bets on trends continuing. If a stock’s up, buy more; if down, sell. A 2011 study of 58 assets proved it works! Image
Oct 22 • 17 tweets • 3 min read
12 books on algorithmic trading (that every algorithmic trader should know):

Here's a primer: Image 1. Algorithmic Trading and Quantitative Strategies (Velu, Hardy, Nehren):

Practical playbook linking market microstructure to alpha design, execution, and risk with data-driven methods.
Oct 21 • 11 tweets • 3 min read
343+ Quant and Algorithmic Trading Projects in Python

This is how to get your hands on them for free.

(a thread) Image 1. If you're into quantitative finance, check out this insane collection of libraries, packages, and resources.

Covers Python, R, Matlab, Julia, and more—perfect for data gathering, trading, backtesting, and beyond.
Oct 20 • 17 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.
Oct 20 • 6 tweets • 2 min read
4 lines of Python code is what it takes to have your own financial advisor.

Fully open source (this is how): Image 2 API keys are needed:

1. OpenAI for the LLM in use
2. OpenBB for access to dozens of different data vendors

Code fully available here: github.com/OpenBB-finance…
Oct 15 • 12 tweets • 4 min read
Automate your trading strategies in Python

How to build your first trading bot:

(a thread) Image 1. What is a trading bot?

A trading bot is a software program that automates buying and selling financial assets like stocks and cryptocurrencies based on pre-defined strategies and rules.

These automated systems can manage portfolios without human intervention, operating 24/7.
Oct 12 • 11 tweets • 4 min read
🚨BREAKING: A new Python library for algorithmic trading.

Introducing TensorTrade: An open-source Python framework for trading using Reinforcement Learning (AI) Image TensorTrade is an open source Python framework for building, training, evaluating, and deploying robust trading algorithms using reinforcement learning leveraging:

- numpy
- pandas
- gym
- keras
- tensorflow
Oct 8 • 10 tweets • 4 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