Archive - Trading the Breaking

[Quant Lecture] Estimation and Quantifying Performance

Statistics for algorithmic traders (PART I+II)

Sep 8 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[WITH CODE] Optimization: Combinatorial Purged Cross Validation for optimization

Parameter optimization part II

Sep 1 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

August 2025

[WITH CODE] Optimization: Walk-Forward CVCL optimization

Parameter optimization part I

Aug 22 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[Quant Lecture] Data Types, Structures, and Preliminary Analysis

Statistics for algorithmic traders

Aug 18 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[Quant Lecture] Foundations of Statistical Inference

Statistics for algorithmic traders

Aug 18 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[WITH CODE] Options: Straddles and strangles

Strategies with options Part III

Aug 15 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[Quant Lecture] How to Create Quant Models

Quantitative Research for Traders

Aug 11 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

[WITH CODE] Options: Iron Butterfly

Strategies with options Part II

Aug 8 •

𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗

July 2025

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