Quant Science
Quant trader/educator discussing algorithmic strategies (e.g., time‑series momentum) and portfolio construction—advanced market methods adjacent to derivatives.
Free Python Algorithmic Trading Workshop – April 16
Want to learn Algorithmic Trading Strategies (that actually work)? On April 16th, we are hosting a free workshop to help you get started with algorithmic trading with Python. Register here (500 seats): https://learn.quantscience.io/join
Top Machine Learning Use Cases in Finance & Trading
159 page PDF download. The best examples of how machine learning is used in finance and algorithmic trading. Grab the paper here:
Free Python AI Predicts Stock Prices with ML/DL
Stock Prediction AI: Using Machine Learning and Deep Learning to predict stock price movements in Python. The Python code is 100% free on GitHub. Let's dive in (bookmark this):
Open‑source AI‑powered Real‑time Quant Trading System Released
Some guy made a quant trading system that uses AI, real-time data processing, and risk management. Then open sourced it for free in Python. Here it is:
Python Reduces Portfolio Optimization to Four Lines
Stop trading with Excel. Start trading with Python. Portfolio optimization is literally 4 lines of Python code:
Inside Hedge Funds' Secret Market Regime Detection Method
The secret hedge funds use to detect market regimes... A 37 page PDF reveals everything:
Create Your Own Algo Trading Analyzer Using Claude Code
How to build your own algorithmic trading analyzer with Claude Code. (bookmark this for later)
Build a Mini Hedge Fund Using Python Algorithms
How to create your own "mini" hedge fund with algorithmic trading and Python A thread 🧵
Beat 2025 Quant Hedge Returns in 2026
2025 quant hedge fund returns. And you think you cannot compete in 2026? You can, this is how:
Build a Python Algo Yielding 472% Returns
How to make a simple algorithmic trading strategy with a 472% return using Python. A thread. 🧵
Hedge Funds' Top Edge: Time Series Momentum
A 23-page research paper reveals the number 1 method Hedge Funds use to beat the market: Time Series Momentum This is how: 🧵
Seek Uncorrelated Returns to Reduce Risk, Dalio Shows
According to Ray Dalio, the easiest way to adjust for risk is to seek uncorrelated returns. Ray's made billions from a simple idea. Here's how to do it in a few lines of Python code:
All Hedge Fund Algorithms Revealed in 151 Strategies
This paper unlocks every algorithm used by hedge funds. 151 trading strategies. Get it here (361 page PDF):
Free Open‑Source Bloomberg Terminal Clone Released
This guy made a Bloomberg Terminal clone. Then open sourced it (for free). Get it here:
Sharpe Ratio Misleads: It Masks Fat Tails and Upside
You're being lied to by a number. The Sharpe Ratio looks like risk management. It isn't. It's a single statistic that hides fat tails, punishes upside, and assumes your returns are normally distributed. They aren't. Here's why it breaks — and what professionals use instead:
