A Taste of Quant Trader: From Algorithm Implementation to Troubleshooting Process

Curriculum

Lecture 1: Quantitative Trading 101

Lecture 2: Misconceptions and Truths about Quantitative Trading

-Is quantitative trading a panacea?
Pros and Cons of Quantitative Trading
-Quant Trading and Mindset

Lecture 3: The Basics of Quantitative Trading

-Strategy development stage
-Setting the time scope
-Generate ideas
-Time Resampling, Data Cleansing, Rough Testing
-Feature

4-part Quant Trading Practice

- Generate a signal
- Prediction model evaluation
-Profit calculation
-Visualization
-Profitability
-The meaning of alpha testing
-Actual transaction
-Live Data
-Execution / Risk Management
-Post Trade Analysis/Optimization
-Possible error
-Algorithm

Lecture Features

• A professional lecture that provides only the essential information.

PPSS's PICK

"A very common misconception among quantitative traders is that if a backtest shows good results, they'll make a lot of money."

"Even if you find alpha and perform well in backtests, you can still suffer losses due to differences in actual execution. This could even lead to bankruptcy. Ultimately, the reason so many experienced traders succeed is because of this difference in execution."

"You have to keep trying. Even when it comes to risks, you have to try Toto at least once."

Instructor Interview

• A Former Trader Discusses Ultra-Short-Term Quant Trading: An Interview with CEO Kwon Yong-jin