Building a Trading System
- Data collection and warehouse
- Calculating derived parameters
- Simple data visualization
- Building APIs and Python library for R&D
- Handling big data efficiently
- Integration with live data feeds
- Automating order execution
Strategy Development
- Types of trading strategies (trend-following, mean reversion, etc.)
- Building a tagging system for trades
- Backtesting methodologies and tools
- Risk management strategies
- Position sizing techniques
- Developing entry and exit rules
- Strategy optimization and validation
- Creating portfolio-based strategies
About Time Series Data
- Key concepts in time series analysis
- Seasonality and trends in financial data
- Stationarity in time series
- Autocorrelation and lag analysis
- Handling missing data in time series
- Time series decomposition
- Time series forecasting techniques (ARIMA, GARCH)
Mathematics You Need
- Probability and statistics for trading
- Random variables and distributions
- Expected value and variance in trading
- Bayesian statistics in finance
- Calculus and its role in financial modeling
- Linear algebra for matrix-based computations
- Stochastic calculus for derivative pricing
Machine Learning for Trading
- Supervised vs. unsupervised learning in trading
- Feature engineering for trading data
- Model evaluation and cross-validation
- Time series forecasting with ML models (LSTM, GRU)
- Reinforcement learning for trading decisions
- Algorithmic trading using ML models
- Combining ML models with financial theory
- NLP for sentiment analysis on news and social media
Advanced Trading Concepts
- High-frequency trading strategies
- Market microstructure and order flow analysis
- Arbitrage strategies (statistical, pairs, etc.)
- Event-driven trading and news-based strategies
- Portfolio theory and diversification
- Hedging techniques with derivatives
- Volatility trading and VIX-based strategies
About Finance and Economics
- Understanding macroeconomic indicators
- Global market cycles and their impact on asset classes
- Interest rates, inflation, and monetary policy
- Behavioral finance and market psychology
- Key financial ratios for stock analysis
- Currency markets and forex trading
Books
- Comprehensive reading list on trading, finance, and quant
- Top books on trading psychology
- Books on risk management
- Quantitative finance classics (e.g., Taleb, Hull, Markowitz)
Podcasts I Listen To
- List of trading and finance podcasts
- Recommendations for quantitative finance-related podcasts
- Trading psychology and mindset podcasts
Quantitative Research and Tools
- Statistical arbitrage
- Mean-variance optimization
- Risk-neutral pricing and options models
- Using Monte Carlo simulations in trading
- Factor investing models (momentum, value, quality)
Psychology of Trading
- Managing emotions while trading
- Developing mental discipline
- Overcoming fear and greed in trading
- Staying objective under market pressure