Tag: #quantitative-finance
Writing on GPUs, LLMs, MLOps, Kubernetes — and mindset · 8 posts
8 posts are tagged #quantitative-finance; the most recent was published on 2026-05-16.
Often tagged together: #finance 7 #2026-03 6 #python 5 #algorithmic-trading 4 #backtesting 4
Most read in the last 90 days:
- Trading Bots & Quant Tools 2026 Deep Dive - Lean (QuantConnect), Backtrader, Zipline, freqtrade, Hummingbot, NautilusTrader, vectorbt, Jesse
- Python Algorithmic Trading Practical Guide: Backtesting Frameworks, Strategy Development, and Risk Management
- Algorithmic Trading Backtesting in Practice: Python Backtrader Strategy Implementation, Performance Evaluation, and Risk Management
Trading Bots & Quant Tools 2026 Deep Dive - Lean (QuantConnect), Backtrader, Zipline, freqtrade, Hummingbot, NautilusTrader, vectorbt, Jesse ♪ Listenable
Mapping the 2026 landscape of algorithmic trading and quant tools. Open-source backtesting and live frameworks (Lean, Backtrader, Zipline, vectorbt, NautilusTrader, freqtrade, Jesse, Hummingbot), data sources (Polygon, A
2026-05-16 · 20 min read #english#trading-bots#quantitative-finance#lean#backtraderAlgorithmic Trading Backtesting in Practice: Python Backtrader Strategy Implementation, Performance Evaluation, and Risk Management
Covers the complete process of algorithmic trading backtesting with Python Backtrader. Explores backtesting fundamentals (Walk-Forward, Look-Ahead Bias, Survivorship Bias), Backtrader architecture, SMA crossover/RSI/Boll
2026-03-12 · 15 min read #finance#algorithmic-trading#backtesting#backtrader#pythonQuantitative Risk Management: VaR, CVaR, and Portfolio Risk ♪ Listenable
A comprehensive guide to quantitative risk management using VaR, CVaR, and portfolio risk analysis with Python implementation.
2026-03-12 · 32 min read #finance#risk-management#var#cvar#portfolioPython Algorithmic Trading Practical Guide: Backtesting Frameworks, Strategy Development, and Risk Management
A comprehensive guide to algorithmic trading with Python. Covers backtesting framework comparison, Moving Average Crossover, RSI Mean Reversion, and Bollinger Bands strategy implementation, risk metrics like Sharpe Ratio
2026-03-11 · 15 min read #finance#algorithmic-trading#backtesting#python#quantitative-financeAlgorithmic Trading System Architecture with Python ♪ Listenable
A comprehensive guide to building algorithmic trading system architecture with Python, covering system design, order management, and risk controls.
2026-03-08 · 46 min read #finance#algorithmic-trading#python#backtesting#quantitative-financeOptions Trading for Engineers: Greeks, Strategies, and Risk Management with Python Implementation ♪ Listenable
A comprehensive guide to options trading for engineers covering call/put mechanics, Greeks calculation and interpretation, Black-Scholes model implementation in Python, common strategies like covered calls and iron condo
2026-03-07 · 21 min read #finance#options-trading#greeks#black-scholes#risk-managementQuantitative Factor Investing and Backtesting with Python ♪ Listenable
A guide to quantitative factor investing and backtesting strategies using Python, covering factor models, portfolio construction, and performance evaluation.
2026-03-05 · 33 min read #finance#quantitative-finance#backtesting#factor-investing#2026-03ETF Investment Strategies for Developers — From Asset Allocation to Quant Backtesting
An ETF investment strategy guide for busy developers. Covers asset allocation theory, All Weather/Permanent portfolios, core-satellite strategy, and Python backtesting with data and code.
2026-03-03 · 9 min read #finance#etf#investment#asset-allocation#quantitative-finance