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Quant Scientist Algorithmic Trading Framework (shared)

The document outlines the Quant Scientist Algorithmic Trading Framework, detailing the steps involved in strategy formation, backtesting, and live trading. It emphasizes the importance of hypothesis formation, data analysis, and risk assessment throughout the trading process. Additionally, it highlights the necessary programming tools and resources for effective algorithmic trading, including Python libraries and APIs.

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villarroelgjose
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67 views

Quant Scientist Algorithmic Trading Framework (shared)

The document outlines the Quant Scientist Algorithmic Trading Framework, detailing the steps involved in strategy formation, backtesting, and live trading. It emphasizes the importance of hypothesis formation, data analysis, and risk assessment throughout the trading process. Additionally, it highlights the necessary programming tools and resources for effective algorithmic trading, including Python libraries and APIs.

Uploaded by

villarroelgjose
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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The Quant Scientist

Algorithmic Trading Framework


Strategy Formation Backtesting Trading

1. Hypothesis 2. Preliminary 3. Build 4. Assess


5. Paper Trade 6. Live Trade
Formation Analysis Backtest Risk & Reward

Step 1: Step 1: Step 1: Step 1: Step 1: Step 1:


Generate ideas Acquire & store data. Optimize entry/exit Define criteria and Compare results to Compare results to
measure: backtest backtest
Step 2: Step 2: Step 2: IC, Sharpe, Drawdown,
Efficiently test Rules design Parameter stability test CVaR, Equity, CAGR Step 2: Step 2:
Fix issues Monitor risk and
Step 3: Step 3: performance
Apply filters IC decay analysis Step 2:
Test performance

Market Intuition Programming

Math/Stats Market Intuition

Python Quant Scientist Stack


Market Intuition Math & Statistics for Event-Driven Portfolio Contract & Trade Execution
Trading Backtesting Performance & Risk
Paper Trading Setup Interactive Brokers API
openbb Zipline Reloaded Pyfolio
Interactive Brokers API pandas Alphalens
numpy
Trader Workstation scipy
matplotlib
Python Quant Scientist statsmodels
Stack

Learn to apply the QSAT Framework:


👉 Join the Course Waitlist
Version 2.0

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