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Quant Workflow

Algorithmic Trading Strategy R&D in Python

This tutorial presents a step-by-step approach to algorithmic / quant trading research and development, breaking down the process as follows:

  1. Develop a hypothesis
  2. Assess data requirements
  3. Create the dataset
  4. Generate factors
  5. Calculate strategy returns
  6. Evaluate results
  7. Run statistical tests e.g. what is P(μ != 0) ? (we'll cover this in future tutorials)

Source code is pre-written for you at each step, shared via a Jupyter Notebook available in the DARWIN API Tutorials GitHub repository.

HANDS-ON learning with source code examples provided during the tutorial.

All source code available on GitHub.

 

The Darwinex® brand and the Darwinex.com domain are commercial names used by Tradeslide Trading Tech Limited, a company regulated by the Financial Conduct Authority (FCA) in the United Kingdom with FRN 586466 and company registration number 08061368, by Sapiens Markets EU Sociedad de Valores SA, a company regulated by the Comisión Nacional del Mercado de Valores (CNMV) in Spain under the number 311, with CIF A10537348 and by Tradeslide Global Ltd., a company authorised and regulated by the Financial Services Authority (FSA) of Seychelles with number SD171, company registration number 8433817-1.