Quantcademy !!link!!

Ranging from introductory courses on financial mathematics to advanced topics like stochastic processes, option pricing models (e.g., Black-Scholes), and machine learning applications in finance.

Writing robust code to route orders safely to a broker API while managing latency and execution slippage. quantcademy

Access to a curated list of books, research papers, and articles on quant finance, as well as software tools and libraries useful for quantitative analysis. Controlling the size of trades, setting stop-losses, and

The debate between momentum and mean-reversion dominates quantitative literature. While daily momentum strategies have shown decay in recent years due to crowding, —specifically driven by order flow and liquidity—remains a fertile ground for alpha. Controlling the size of trades

Future research will explore the integration of Order Book Imbalance (Level 2 data) to refine the entry timing from the 15-minute mark down to the 5-minute mark.

Controlling the size of trades, setting stop-losses, and combining uncorrelated strategies to smooth out equity curves.

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