Quantitativo – From Idea to Execution

What You’ll Get

My goal with this course is to share some of my codebase, so you will have:

• Your own multiple-asset daily backtester written in Python

• The implementation of two strategies from papers

• The implementation of two original strategies

• Execution code to forward test and live trade using Interactive Brokers

• Private Community Access

Content details

The course has 15 modules. Each module has:

• Clear, concise, and thoughtfully designed explanations of the concepts and theory, crafted to provide you with a deep understanding of the material in an engaging and easy-to-follow way. No fluff, just actionable insights you can immediately use.

• The codebase so you can apply the concepts you learn hands-on, reinforce your understanding, and build coding fluency.

Who is this course for?

I’ve been trading systematically since completing my Master’s in Computer Science at Georgia Tech.In 2024, I launched quantitativo to share and exchange ideas in quantitative trading. Since then, I’ve started managing client accounts, trading systems I’ve developed over the years.Since launching the site, I’ve received hundreds of messages asking me to share my codebase, frameworks, and processes.This course is my response to that demand—from the 6,000+ readers of the newsletter and growing.It’s built for the readers who asked for it—especially those who already have basic coding skills and want more flexibility to turn their ideas into executable code—for those who know they could learn it all themselves, but want to accelerate the process and save time.

Quantitativo – From Idea to Execution Build and Trade Quantitative Systems with Python

Validate your edge, build robust backtests, forward test and live trade with software you fully own and control

I’ve been trading systematically since completing my Master’s in Computer Science at Georgia Tech.

In 2024, I launched quantitativo.com to share and exchange ideas in quantitative trading. Since then, I’ve started managing client accounts, trading systems I’ve developed over the years.

Since launching the site, I’ve received hundreds of messages asking me to share my codebase, frameworks, and processes.

This course is my response to that demand—from the 4,000+ readers of the newsletter and growing.

It’s built for the readers who asked for it—especially those who already have basic coding skills and want more flexibility to turn their ideas into executable code—for those who know they could learn it all themselves, but want to accelerate the process and save time.

What You’ll Learn In From Idea to Execution Build and Trade Quantitative Systems with Python

• Introduction
• A Mean Reversion Idea
• Testing for an Edge
• Designing a Multi-Asset Daily Backtester
• Implementing the Backtester (1/2)
• Implementing the Backtester (2/2)
• Metrics and Plots
• Testing Our Engine
• Diversification and Risk (1/2)
• Diversification and Risk (2/2)
• A Market Neutral Strategy
• An Intraday Momentum Strategy
• IBKR Live Trading (1/2)
• IBKR Live Trading (2/2)
• Final Thoughts