Course Overview
Validate your edge, build robust backtests, forward test and live trade with software you fully own and control
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
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.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.
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.
Once you enroll, you’ll get immediate access to all content, so you can learn at your own pace and go through the modules in the order that works best for you.
I know there are courses out there that try to cover everything under the sun when it comes to systematic trading—dozens of frameworks, multiple instruments, and a myriad of techniques, all crammed into one. I take a different approach: focus on fewer things, but do them well—and with real depth.
Modules
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