Algorithmic/Quantitative Trading Research

https://developer.etrade.com/home

Finance

Mathematics

Programming

Expected Value and Kelly Criterion

High-frequency trading (HFT) firms

https://algotrading101.com/learn/quantitative-trading-guide/

https://algotrading101.com/learn/quantitative-trading-strategies/

The best for beginners is alternative data strategy

https://algotrading101.com/learn/futures-trading-strategies-guide/

https://algotrading101.com/learn/how-can-retail-traders-beat-institutional-traders-and-hedge-funds/

https://algotrading101.com/learn/trading-jobs-guide/

https://algotrading101.com/learn/how-much-money-do-you-need-for-trading/

https://algotrading101.com/learn/what-is-a-good-track-record-in-trading/

Alpha strategies

if the economy/market is up or down you make money regardless

Beta strategies

if the economy/market is down, you lose money, if it’s up you make money. Most trading firms are beta-based

https://algotrading101.com/learn/how-to-get-a-job-in-trading-and-how-much-will-i-make/

https://algotrading101.com/learn/how-to-raise-capital-for-my-trading-and-how-much-will-i-make/

https://algotrading101.com/learn/how-to-measure-trading-risks/

https://course.algotrading101.com/courses/13378/lectures/1025736

https://course.algotrading101.com/courses/13378/lectures/1028890

https://www.investopedia.com/terms/d/drawdown.asp

https://www.investopedia.com/ask/answers/010815/what-good-sharpe-ratio.asp

https://finance.yahoo.com/news/renaissance-technologies-return-aum-holdings-203434701.html

https://www.oaktreecapital.com/docs/default-source/memos/2014-09-03-risk-revisited.pdf?sfvrsn=2

https://www.darwinex.com/education/video/PLv-cA-4O3y96ITj_BNpQgFNLAWEuYkETM/R9e2ZgyoSxg

https://algotrading101.com/wiki/machine-learning/

Languages used for machine learning:

• Python (used for smaller projects because it’s easier)
• C++ (used for bigger projects because it’s harder)
• JavaScript
• R

Examples of Popular ML Training Techniques/Algorithms

• Naïve Bayes Classifier Algorithm
• K Means Clustering Algorithm
• Support Vector Machine Algorithm
• Apriori Algorithm
• Linear Regression
• Logistic Regression
• Artificial Neural Networks
• Random Forests
• Decision Trees
• K Nearest Neighbors
• Convolution Neural Network
• Recurrent Neural Network

Algorithmic Trading Strategies

Python (Programming)

Python Interactive Brokers Installation and Walkthrough

https://algotrading101.com/learn/interactive-brokers-python-api-native-guide/

Commissions – The costs of commissions and data subscriptions add up, especially for those executing a lot of trades. While IB is known to offer low commissions, this is not the case across all markets. They also charge for data and don’t pay out interest under a certain threshold. It’s worth comparing the cost-effectiveness of trading with IB versus some of the other brokers out there before investing your time into learning the API.

https://algotrading101.com/learn/ib_insync-interactive-brokers-api-guide/

https://www.quantstart.com/articles/backtesting-systematic-trading-strategies-in-python-considerations-and-open-source-frameworks/

---

https://algotrading101.com/learn/sentiment-analysis-python-guide/

https://algotrading101.com/learn/why-do-i-teach-and-do-i-find-meaning-in-trading/

---

https://www.investopedia.com/articles/active-trading/081315/how-code-your-own-algo-trading-robot.asp

From the article:

Liew stresses that the most important part of algorithmic trading is “understanding under which types of market conditions your robot will work and when it will break down” and “understanding when to intervene.” Algorithmic trading can be rewarding, but the key to success is understanding. Any course or teacher promising high rewards without sufficient understanding should be a major warning sign to stay away.

https://www.investopedia.com/terms/o/overfitting.asp

---

https://www.investopedia.com/articles/trading/08/turtle-trading.asp

https://www.investopedia.com/terms/a/atr.asp

Database

https://www.bloomberg.com/news/features/2018-05-03/the-gambler-who-cracked-the-horse-racing-code

Arbitrage

https://en.wikipedia.org/wiki/Central_limit_theorem

https://algotrading101.com/learn/how-to-use-hedging-as-a-trading-strategy/

https://algotrading101.com/learn/alpaca-trading-api-guide/

Entry

Exit

Sizing