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[Quant Lecture] Data Types, Structures, and Preliminary Analysis
Statistics for algorithmic traders
21 hrs ago
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
5
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Trading the Breaking
[Quant Lecture] Data Types, Structures, and Preliminary Analysis
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[WITH CODE] Backtesting
First layer for testing an algorithmic trading system
Jul 7
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𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
16
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Trading the Breaking
[WITH CODE] Backtesting
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June 2025
[WITH CODE] Online clustering
Sequential online K-Means algorithm
Jun 30
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
7
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Trading the Breaking
[WITH CODE] Online clustering
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[Quant Lecture] Principles of Applied Statistics for Trading
Statistics for algorithmic traders
Jun 27
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
12
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Trading the Breaking
[Quant Lecture] Principles of Applied Statistics for Trading
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[WITH CODE] Model: Advances in clustering
Model
Jun 23
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
10
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Trading the Breaking
[WITH CODE] Model: Advances in clustering
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[Quant Lecture] Free Probability Theory
Probability for algorithmic traders
Jun 20
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𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
2
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Trading the Breaking
[Quant Lecture] Free Probability Theory
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[WITH CODE] Model: Clustering
Table of contents:
Jun 16
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
17
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Trading the Breaking
[WITH CODE] Model: Clustering
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[WITH CODE] Data: Delta, Imbalance, Quantile and Run bars
Financial bars part III
Jun 9
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
4
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Trading the Breaking
[WITH CODE] Data: Delta, Imbalance, Quantile and Run bars
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[WITH CODE] Data: Range, Renko, Filter and Volatility bars
Financial bars part II
Jun 2
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
6
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Trading the Breaking
[WITH CODE] Data: Range, Renko, Filter and Volatility bars
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2
May 2025
[Quant Lecture] Foundations of Incomplete Markets
Probability for algorithmic traders
May 30
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
5
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Trading the Breaking
[Quant Lecture] Foundations of Incomplete Markets
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[WITH CODE] Data: Tick, Dollar and Volume bars
Build data with smarter sampling: Time bars, tick bars, volume bars, VWAP bars, dollar bars
May 26
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
10
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Trading the Breaking
[WITH CODE] Data: Tick, Dollar and Volume bars
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2
[WITH CODE] Risk Engine: Position manager
Is it a good idea to make partial closes? How should you go about closing positions that remain open when risk increases?
May 21
•
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
2
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Trading the Breaking
[WITH CODE] Risk Engine: Position manager
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