Quant Science @quantscience_ Twitter profile

Pinned Tweet

Quant Science

11 months

How to become a Quant Scientist: Math: • Calculus • Linear algebra Stats: • Probability • Time series analysis Python: • Pandas • Zipline Reloaded Markets: • Economics • Microstructure

8

174

877

Last Seen Profiles

@soyelfrailejon

@ashokabishnoii

@facebook

@BihariSanoj

@FlokCoWorking

@pengen_stw

@jandakembangstw

@Twenty6_5569

@meiyang71796199

@aryadega

@BinorRaja

@LeiaTootha36715

@ForestPlots

@PaolaAssiya

@VVFGV

@MichaHogref

@VirginiaSalern1

@annafox61

@CPS70AJbOLN4l

@moharenphoto

@Ndr1906

@burcu_ozberk80

@pengen_stw

@Alessj4

@mpoytes97708

@Oofp_Vault

@AHuynh28885

@ElaineWyllieMD

@vimu2004

@AbbottCardio

@LeDuyCryptoMan

@ushaia_

@elvirawifey

@SunilKu51272372

@infinitepay

@stw_pdg

Quant Science

@quantscience_

2 months

Why python is insane for algorithmic trading: 1. Visualization: Plotly ($0) 2. Data analysis: Pandas ($0) 3. Market Data: OpenBB ($0) 4. Technical indicators: TA-lib ($0) 5. Machine Learning: Scikit Learn ($0) Total cost: $0

7

157

899

Quant Science

@quantscience_

8 months

#DataScience meets #Quant #Finance : Can we use Anomaly detection to identify buy/sell patterns? Anomaly detection for stocks in 4 steps. A thread with #Python code 🧵

14

129

770

Quant Science

@quantscience_

8 months

Python is truly remarkable for #Quant #Finance . This is the output of VectorBT - a new backtesting framework that is lightning fast. If you want to learn more, here's our 7 step process 🧵

9

97

740

Quant Science

@quantscience_

2 months

Free Python code from the book:

5

138

685

Quant Science

@quantscience_

9 months

How to use anomaly detection for Algorithmic Trading in Python. Just dropped our NEW article AND full code. Plus it uses our NEW pytimetk package for anomaly detection. Article: #Quant #Science #DataScience #Trading

7

105

554

Quant Science

@quantscience_

1 month

How is Fast Fourier Transform (FFT) used in financial analysis? This is how:

7

76

527

Quant Science

@quantscience_

7 months

Signal processing with Fast Fourier Transform is a powerful tool for financial analysis. Here are 4 examples how you can use FFT in Quantitative Analysis. 🧵

6

72

486

Quant Science

@quantscience_

3 months

Free Python code from the book:

29

79

458

Quant Science

@quantscience_

1 month

Why machine learning for finance? This is why. 🧵

5

59

493

Quant Science

@quantscience_

2 months

Python is wild for finance. Let's take an example: riskfolio-lib A thread 🧵

2

70

452

Quant Science

@quantscience_

7 months

Average True Range (ATR) is an essential technical indicator for volatility signals. In 3 minutes, I'll teach you what took 3 months to learn. Let's dive in. 🧵 #Quant #Trading #Algorithms #Python

7

72

385

Quant Science

@quantscience_

2 months

Why Machine Learning in Finance? This is why. 🧵

4

68

399

Quant Science

@quantscience_

1 month

The math behind trading with Python: • SciPy: $0 • Zipline: $0 • Python: $0 • NumPy: $0 • PyFolio: $0 • pandas : $0 • OpenBB: $0 • Empyrical: $0 • AlphaLens: $0 • Statsmodels: $0 • RiskFolio-Lib: $0 You can start algorithmic trading from home. For free.

2

44

385

Quant Science

@quantscience_

1 month

Python is wild. Take this portfolio chart. I made it in 15 lines of code. And 3 python packages.

6

40

349

Quant Science

@quantscience_

10 months

How to create a Volatility Targeted Portfolio with Python (and automate execution). Article: #Quant #DataScience #Python

3

56

336

Quant Science

@quantscience_

2 months

Python is mind-blowing for trading. Case in point: VectorBT Let me explain.

3

54

346

Quant Science

@quantscience_

25 days

The math behind algorithmic trading in Python: • SciPy: $0 • Zipline: $0 • Python: $0 • NumPy: $0 • PyFolio: $0 • pandas : $0 • OpenBB: $0 • Empyrical: $0 • AlphaLens: $0 • Statsmodels: $0 • RiskFolio-Lib: $0

3

58

340

Quant Science

@quantscience_

6 months

Machine learning steps for quant finance. The most important part of creating a predictive investment strategy is setting up the data properly. In this thread, I'll share 3 months of research on developing predictive ML models in finance. A thread 🧵

1

52

302

Quant Science

@quantscience_

8 months

How to create a Volatility Targeted Portfolio with Python (and automate execution). Article: #Quant #DataScience #Python

1

46

308

Quant Science

@quantscience_

4 months

Why Machine Learning in Finance? This is why. 🧵

7

34

311

Quant Science

@quantscience_

2 months

Build beautiful tear sheets for your trading strategies. In 1 line of Python code:

3

50

284

Quant Science

@quantscience_

27 days

Nancy Pelosi's Portfolio... 1400% return. We optimized it in Python.

4

50

308

Quant Science

@quantscience_

7 months

🛑Myth: You need a $20,000/year license to Bloomberg Terminal to trade like a Hedge Fund. ✅Reality: Python and InteractiveBrokers (both are free) Ready to build Algorithmic Trading Strategies (that actually work)? 👉Join us at our launch party here:

3

46

289

Quant Science

@quantscience_

27 days

Python is NUTS for finance. Case in point... Riskfolio. I can do all of this in just 8 lines of code.

5

43

294

Quant Science

@quantscience_

4 months

How to use MACD for algorithmic trading Machine Learning. Let's dive in. 🧵

1

53

287

Quant Science

@quantscience_

1 month

Nothing beats the feeling of executing dozens of trades from Python via API. All you need is: 1. Python 2. Interactive Brokers

5

25

276

Quant Science

@quantscience_

3 months

Build beautiful tear sheets for your trading strategies. In 1 line of Python code:

2

38

273

Quant Science

@quantscience_

3 months

Python is wild for finance. Let's take an example: riskfolio-lib A thread 🧵

5

37

259

Quant Science

@quantscience_

8 months

#Python is insane for #Quant #Finance . I just stumbled across this treasure trove of 150+ quantitative finance programs in Python. 100% free. T/Y @pyquantnews 👉Link:

4

39

256

Quant Science

@quantscience_

7 months

Signal Processing with Fast Fourier Transform in Python. Here's everything you need to know in under 6 minutes. View here:

5

42

238

Quant Science

@quantscience_

7 months

The Relative Strength Index (RSI) is a key indicator of overbought and oversold conditions. In 2 minutes, I'll share 2 months of research on RSI. Let's dive in. 🧵 #Quant #Trading #Algorithms #AlgoTrading

7

28

241

Quant Science

@quantscience_

2 months

Why data scientists make good algorithmic traders. Let me explain. 🧵

2

49

239

Quant Science

@quantscience_

4 months

Machine learning steps for quant finance. The most important part of creating a predictive investment strategy is setting up the data properly. In this thread, I'll share 3 months of research on developing predictive ML models in finance. A thread 🧵

2

45

232

Quant Science

@quantscience_

7 months

Filtering noise is the most challenging part of algorithmic trading. Here are our 10 best filtering strategies. Let's break each down. 🧵 #Quant #Science #Trading #Algorithms

8

53

231

Quant Science

@quantscience_

3 months

Myth: AI bots are taking over the markets. Truth: Most shops still run Excel '97. (But *some* shops are using machine learning) Here are the 10 ways to use machine learning in trading (with the Python library):

3

32

222

Quant Science

@quantscience_

26 days

Can Machine Learning be used for Finance? Yes, it can. Here's a free training.

2

31

224

Quant Science

@quantscience_

6 months

How to use anomaly detection for Algorithmic Trading in Python. Just dropped our NEW article AND full code. Plus it uses our NEW pytimetk package for anomaly detection. Article: #Quant #Science #DataScience #Trading

2

40

219

Quant Science

@quantscience_

24 days

Rumor has it that Renaissance Technologies (RenTech) uses Fourier Transforms to extract signals from noisy stock data. At 11AM EST today, we'll share how to do signal processing with Fourier Transforms in Python. 👉 Join here:

4

32

219

Quant Science

@quantscience_

2 months

Is Nancy Pelosi the GOAT of investing? We analyzed her portfolio in Python... and saw a potential 1400% return! This is how we did it:

3

37

208

Quant Science

@quantscience_

6 months

The #python ecosystem for algorithmic trading continues to get better. 🚀 Today we just added a new library to our Python Quant Stack (Dev Version): skfolio: Scikit Learn meets Portfolio Optimization. Let's dive in. 🧵

1

32

205

Quant Science

@quantscience_

4 months

Strategies for momentum investing that actually work (bookmark this one for later):

2

22

205

Quant Science

@quantscience_

4 months

Insane GitHub repo of 150+ scripts for quant finance, algo trading, and market data analysis:

4

33

207

Quant Science

@quantscience_

2 months

Python is crazy for finance and trading: • 200,000+ powerful, pre-built packages • Interactive Brokers integration • Easy to learn for beginners • Open source (FREE) Want to learn how? Join us on May 29th:

1

24

192

Quant Science

@quantscience_

3 months

159 pages the best examples of machine learning in finance.

3

44

198

Quant Science

@quantscience_

10 months

The Quant Science Python Stack: 1. OpenBB terminal 2. pandas library 3. numpy 4. SciPy 5. matplotlib 6. statsmodels 7. Zipline Reloaded backtester 8. Alphalens 9. Pyfolio 10. Interactive Brokers API Learn more: #quant #datascience #algotrading #python

2

35

195

Quant Science

@quantscience_

4 months

Most algorithmic traders only focus on the trade signal. Then they wonder why they lose money. It's not the signal that's most important. It's the filter. Here are 9 of the most popular filters everyone should know (with Python code):

4

27

193

Quant Science

@quantscience_

3 months

Average True Range (ATR) is a key tool for risk management in trading. You can use it in Python for backtesting and trade analysis. Here's how:

2

34

187

Quant Science

@quantscience_

1 month

Risk management. What is it? (the 3 elements of risk management)🧵

5

27

182

Quant Science

@quantscience_

3 months

150 Python programs designed for quant finance and algorithmic trading (no Ph.D. required). Get them all on GitHub (bookmark this one for later):

3

22

181

Quant Science

@quantscience_

4 months

Python is insane for algorithmic trading. The ecosystem keeps getting better. Case in point: vectorbt This is simulating a buy-and-hold for BTC and ETH.

3

25

179

Quant Science

@quantscience_

4 months

Trading is an unfair game. Hedge funds and wall street elite have: Better tools. More information. Automated execution. That ends on Wednesday. This is what's coming.🧵

3

17

176

Quant Science

@quantscience_

3 months

Portfolio optimization used to take a PhD in quant finance. Now it's just a couple of lines of Python code. Here's how:

3

31

175

Quant Science

@quantscience_

8 months

Awesome systematic trading. A collection of the 97 best #python libraries for research and live trading. 696 strategies. 55 books. 23 videos. All available right here (for free): #AlgoTrading #Quant #Finance

2

45

172

Quant Science

@quantscience_

2 months

Machine learning techniques and data for stock market forecasting (free PDF): H/T @pyquantnews

2

35

172

Quant Science

@quantscience_

7 months

The Average True Range (ATR) is a technical analysis indicator used to measure market volatility. What can you do with ATR? 👉Find out in this free training: #AlgoTrading #Quant #Python

6

27

167

Quant Science

@quantscience_

1 month

What happens when Scikit Learn meets Portfolio Analytics? Skfolio. Here's 5 things you can do with skfolio: 🧵

3

22

162

Quant Science

@quantscience_

2 months

Myth: Algorithmic trading takes a PhD Truth: Algorithmic trading takes: 1 computer 1 trading strategy 10 python libraries Want help getting started? 👉 Join us on May 29th to learn how:

0

28

160

Quant Science

@quantscience_

3 months

FinR The first open-source framework for financial reinforcement learning. A library that develops a stock selection and trading strategy based on machine learning and AI algorithms. Get it here:

2

19

158

Quant Science

@quantscience_

3 months

Portfolio optimization has never been easier. Thanks to Python (and riskfolio) Full Python Tutorial:

2

25

149

Quant Science

@quantscience_

6 months

🛑Myth: You need a $20,000/year license to Bloomberg Terminal to trade like a Hedge Fund. ✅Reality: Python and InteractiveBrokers (both are free) Ready to build Algorithmic Trading Strategies (that actually work)? 👉Join us at our launch party here:

2

21

149

Quant Science

@quantscience_

10 months

There are 6 steps we use to make consistently profitable trading strategies. Here they are: #Quant #AlgoTrading

1

20

149

Quant Science

@quantscience_

6 months

How to create a Volatility Targeted Portfolio with Python (and automate execution). Article: #Quant #DataScience #Python

1

27

147

Quant Science

@quantscience_

8 days

Mind-blowing teach sheats for your trading strategies. 1 line of Python code:

5

21

169

Quant Science

@quantscience_

4 months

Free code from the book: Algorithmic Trading with Python: Quantitative Methods and Strategy Development Quant trading with: • NumPy • pandas • Scikit-learn Code included below:

5

28

143

Quant Science

@quantscience_

2 months

Why don't colleges teach this? It's free in Python. Accessible to everyone. $0 Want to learn how? Join us on live May 29th:

2

20

141

Quant Science

@quantscience_

10 months

How to make a stock screener with Python (and OpenBB)... Article:

3

31

138

Quant Science

@quantscience_

8 months

🛑Trading by looking at charts ✅Trading by looking at algorithms Machine learning meets algorithmic trading in this #Python code tutorial. 👉Article:

3

24

135

Quant Science

@quantscience_

5 months

How to make financial features 20X faster (without TA-Lib). 3 new functions. Zero TA-Lib dependencies. 20X Speed Boost vs Pandas. A #Python thread. 🧵 #Finance #TimeSeries #Quant #AlgoTrading

5

25

137

Quant Science

@quantscience_

3 months

Portfolio optimization with machine learning. Sound complicated? It is unless you have skfolio. Advanced machine learning techniques in a few lines of Python:

3

23

138

Quant Science

@quantscience_

3 months

Can anomaly detection be used for algorithmic trading? Yes, it can. Here's how:

2

26

137

Quant Science

@quantscience_

2 months

The most liberating part of trading is executing orders with code. This opens up so many opportunities. And it levels the playing field. Let me explain. 🧵

2

14

135

Quant Science

@quantscience_

9 days

Python is mind-boggling. Take this portfolio chart. I made it in 15 lines of code. And 3 python packages. That's it. Want to learn how? Join us on July 31st:

2

21

136

Quant Science

@quantscience_

2 months

Finance is feature engineering. Algorithmic trading is just 1 step after prediction. Want to learn how to get started with algorithmic trading? 👉Join us live May 29th:

1

17

135

Quant Science

@quantscience_

2 months

Data scientists make better algorithmic traders than any other domain I know. According to Jim Simons, they have: 1. Data analysis 2. Technical acumen 3. Programming This is why. 🧵

1

19

132

Quant Science

@quantscience_

4 months

The secret to algorithmic trading? Finding signal through the noise. Learn about Signal Processing with the Fast Fourier Transform in Python. Full Tutorial:

2

25

132

Quant Science

@quantscience_

6 months

Building a Risk Parity portfolio used to be difficult. Not anymore with Skfolio. We kicked the tires on this new python package. Get the tutorial and code here:

1

20

129

Quant Science

@quantscience_

2 months

Can data scientists make good algorithmic traders? Let's find out:

2

32

130

Quant Science

@quantscience_

4 months

Machine learning for finance is tough. Here's how to use a Random Forest to predict trend. Full Tutorial:

How to make an Algorithmic Trading Strategies using Machine Learning Prediction with Python

In creating our course, Jason and I have been researching new techniques for algorithmic trading in python. Machine Learning is one of them (inspired by a Twitter post, story inside). We'll cover how...

quantscience.io

2

24

127

Quant Science

@quantscience_

4 months

Introducing PyTimetk for finance and time series in Python. Discover how to speed up common time series operations by 10X. Full tutorial:

2

26

128

Quant Science

@quantscience_

3 months

Why Python is amazing for finance (and algorithmic trading). I just ripped through a simple factor analysis in under 50 lines of code. It's made possible by alphalens. And I'll teach you how on Sunday. (Join my newsletter here):

1

19

127

Quant Science

@quantscience_

24 days

There's 3 keys to success for being an algo trader: 1. Market intuition 2. Maths & stats 3. Python Focus on these 3 and it's challenging to go wrong.

2

19

122

Quant Science

@quantscience_

11 months

The Quant Scientist Python Stack: 1OpenBB terminal 2pandas library 3numpy 4SciPy 5matplotlib 6statsmodels 7Zipline Reloaded backtester 8Alphalens 9Pyfolio 10Interactive Brokers API 👉Article:

3

23

122

Quant Science

@quantscience_

3 months

My 9 favorite Python Quant GitHub repos (after 13 years of starring them): • optopsy • ArcticDB • quantstats • zipline-reloaded • awesome-quant • OpenBBTerminal • pyfolio-reloaded • alphalens-reloaded • VectorBT

2

19

121

Quant Science

@quantscience_

8 months

Even experts struggle with #MachineLearning for #Finance . Let's start with a simple trend prediction on SPY using Random Forest in #Python . 🙌Credit: Thanks to @DrDanobi for this awesome tutorial. Here are the details. 🧵 #Quant #Finance #DataScience #Python

5

13

123

Quant Science

@quantscience_

3 months

Python is insane for finance. Factor investing analysis can be done in under 40 lines of code. I'll show you how on Sunday in my QS Newsletter. 👉Join here:

1

20

123

Quant Science

@quantscience_

2 months

You don't need a PhD to become an algorithmic trader. You need: 1. Python 2. One trading strategy 3. Interactive Brokers That's it. Want to learn how? Join us on May 29th:

2

11

121

Quant Science

@quantscience_

4 months

pandas 150X faster with one line of code. From NVIDIA (yes, that NVIDIA). Here's how it works: %load_ext cudf.pandas That's it! Grab it here:

2

9

122

Quant Science

@quantscience_

4 months

Skip the master's degree. These 17 Python repos will teach you more about algorithmic trading than all your professors at school. Without costing you $120,000:

3

30

122

Quant Science

@quantscience_

6 months

20X faster than pandas. Made for large-scale financial data engineering. That's the story. 📚 I'll share what we are working on in our QS newsletter tomorrow. 👉Join here:

1

12

121

Quant Science

@quantscience_

4 months

Get financial data, process it, and use for it trading. 80 Python code snippets packed into this book.

2

24

116

Quant Science

@quantscience_

2 months

Can data scientists make good algorithmic traders? Let's find out:

2

13

118

Quant Science

@quantscience_

4 months

Free code from the classic: Algorithmic Trading: Winning Strategies and Their Rational (All are rewritten in Python from MATLAB.) Get it on GitHub:

3

28

115

Quant Science

@quantscience_

2 months

The difference between accuracy and precision.

3

10

113

Quant Science

@quantscience_

4 months

How to use the RSI indicator for algorithmic trading with Python. Full Tutorial:

2

16

112

Quant Science

@quantscience_

26 days

What is factor analysis? It's a key part of one of our most profitable algorithmic trading strategies. And you can do it all for free in Python.

2

9

113

Quant Science

@quantscience_

4 months

My 9 favorite GitHub repos (after 13 years of starring them): • optopsy • ArcticDB • quantstats • zipline-reloaded • awesome-quant • OpenBBTerminal • python-cheatsheet • alphalens-reloaded • PythonDataScienceHandbook

0

13

109

Quant Science

@quantscience_

1 month

MACD is commonly used for Technical Analysis. But you can use it for Algorithmic Trading too. This is how:

4

14

108

Quant Science

@quantscience_

3 months

Rumor has is RenTech uses signal processing to develop trading strategies. You should too. This is how:

2

21

109

Quant Science

@quantscience_

23 days

My framework for algorithmic trading: 1. Hypothesis formation: Generate ideas, collect data, analyze 2. Experiment setup: Backtest, test the backtest, iterate 3. Measure results: Risk and performance metrics 4. Execution: Paper trade, tandem trade, automate

2

10

106