Quant Science

Risk vs Reward Clusters... for the Dow Jones Stocks. Made with Python (This is how): Step 1: Collect the data Web scrape the Dow Jones stocks from Wikipedia. Download the stock prices with finance. Step 2: Calculate the moments Returns and volatility annualized (e.g. Sharpe ratio) Step 3: K-means Clustering We do this to group return/volatility profiles into groups (or clusters of stocks). Step 4: Select Optimal K The code produces an Elbow Curve. We'll select 5 clusters for the data visualization. Step 4: Plot the Risk-Reward Clusters Step 5: Investigate Clusters What do you notice? Which stocks have the best risk-reward tradeoff? What could we do to improve this analysis? Want to learn how to get started with algorithmic trading? We're hosting a free workshop on May 8th. Register here (500 seats): https://lnkd.in/gysn5qza

Three ways to make $100K/year trading: • 1 winning trade per month at $8,333/trade • 1 winning trade per week at $1,923/trade • 1 winning trade per day at $396/trade • 1 winning trade per minute at $0.83/trade Want to learn how? Want to learn how to get started with algorithmic trading with Python? Then join us on May 8th for a live webinar, how to Build Algorithmic Trading Strategies (that actually work) Register here (500+ registered): https://lnkd.in/gysn5qza

The secret to algorithmic trading? Finding signal through the noise. Learn about Signal Processing with the Fast Fourier Transform in Python. Full Tutorial: https://lnkd.in/eq_VqT9e Want more articles like this? Join 6,900+ subscribers learning Algorithmic Trading: https://lnkd.in/gVM3KSg2 Stuck trying to figure out algo trading? Here's our free 5-day algo trading course (bypass the 5 most common mistakes). Start free here: https://lnkd.in/e_P9_-6M

I know people making $15,000/month trading with: • One strategy • An API connection to Interactive Brokers • Python Don't overcomplicate it. Want to learn how to build algorithmic trading strategies that actually work? On May 8th, we are hosting a free workshop to help you get started with algorithmic trading with Python. Register here (500 seats): https://lnkd.in/gysn5qza

Python for Finance: A beginner-friendly intro to Python for financial analysis. Great for the aspiring algorithmic trader. Python code is available 100% for free: Get the Python code here (GitHub): https://lnkd.in/eEAMnPMX Want to learn how to build algorithmic trading strategies in Python (that actually work)? 👉 Join us live for our free training (500 seats): https://lnkd.in/eX837hZe

It's wild what you can do in a few lines of Python code. Here are 5 examples with Riskfolio-lib (Number 5 is my favorite): 1. Cumulative Returns Plot Here we are showing the cumulative returns for 19 different portfolios. Just run this code: 2. Efficient Frontier Assessing a target return for a given risk level is critical to the risk-reward tradeoff. Just run this code: 3. Portfolio Donut Chart One of the easiest ways to visualize your portfolio weights. Just run this code: 4. Risk Tear Sheet Tear sheets help us quantify key aspects of our portfolio. Just run this code to get a risk tearsheet for your portfolio: 5. Risk Contribution Want to know which assets are the riskiest in your portfolio? Just run this code: Want to get started with algorithmic trading in Python? We have a free workshop on Thursday, May 8th at 10 AM EST. Register here (500 seats): https://lnkd.in/gysn5qza

Finance Database 300,000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies, and Money Markets. Get it for free: Get it 100% free on GitHub here: https://lnkd.in/gxCTwt2p Want to learn how to build algorithmic trading strategies in Python (that actually work)? 👉 Join us live for our free training (500 seats): https://lnkd.in/eX837hZe

Why Python is amazing for finance (and algorithmic trading). I just ripped through a simple factor analysis in under 50 lines of code. It's made possible by alphalens. And I'll teach you how on Sunday. (Join my newsletter here): https://lnkd.in/gVM3KSg2 === Want to learn algorithmic trading right now? I spent 100 hours and put together a free comprehensive 5-day course. Start right now (completely free): https://lnkd.in/e_P9_-6M

It takes many algorithmic traders over 2 years before they finally execute their first trade via Python. Some never make it. This is why (and how to fix it): One of the toughest parts with algorithmic trading is order execution. Imagine having hundreds of assets to trade from on signals or rebalancing logic. Python is the perfect tool for this job. But, it's not easy. A lot of traders never figure out how to do it. And many screw it up, which hurts their confidence. That's why most algorithmic traders that I have talked to say it took over 2 years to finally gain the confidence and knowledge to execute my trades programmatically. We want to help. On Wednesday, December 18th, we are hosting a free workshop: Algorithmic Trading in Python: From Trade Strategy to Automatic Execution [Live Python Code] Inside you learn: 1. Which algorithmic strategies to avoid (these strategies have no edge) 2. Which algorithmic strategies do hedge funds use (these strategies can give you an edge) 3. How to turn one core strategy into dozens of testable strategies (this is how you actually gain an edge) 4. How to do algorithmic trading responsibly (this is how you protect your edge) 5. The Python Libraries to start algorithmic trading today (This is how you write algorithms that codify your edge) 6. How to Solve The “Last Mile” Problem (This is how you execute your edge and grow your investments) BONUS Live Python Demo: How to trade an algorithmic trading strategy and automate execution using Python This is a Python Coding Workshop, so Python experience is a plus. Register here for our free workshop on May 8th: https://lnkd.in/gysn5qza

Free code from the classic: Algorithmic Trading: Winning Strategies and Their Rational (All are rewritten in Python from MATLAB.) Get it on GitHub: Rewritten from MATLAB to Python: https://lnkd.in/gK6DnUNi Want to learn how to build algorithmic trading strategies that actually work? On May 8th, we are hosting a free workshop to help you get started with algorithmic trading with Python. Register here (500 seats): https://lnkd.in/gysn5qza