• Don't be afraid to make mistakes

    Data Science. Machine Learning.


  • About me

    Founder at QuantBe and enthusiast quant



    My name is Krzysztof and I have graduated from Quantitative Methods in Economics and Information Systems (Bachelor's Degree) at Warsaw School of Economics. Currently, I am studying Global Business Finance and Governance (Master Degree) at the same University. I am focused on Machine Learning, Deep Learning and Trading Algorithms, also using Python and R. Within this area I am expanding knowledge on my own.


    My hobbies are: travelling, doing sports and reading books.


    I would like introduce you my webside - quantbe.com - where I would like to share with you my knowledge how to write trading algorithm, how to find profitable strategy and how to do research. Here, we are all learning to become the best, and we are not afraid to make mistakes.


    If you had any questions and suggestions, do not hesitate to contact me via contact page.



  • Project

    Presentation on experience
    in developing trading algorithms

    I would like to present you some results of my trading algorithm strategy. Please check my presentation If you have some question or comments feel free and write to me.

    GitHub algorithm project

    In the file you will find useful algo code to create algorithms tradingowych. This is my private collection which I supplemented up to date with new useful stuff

    How to build algorithm trading?

    I would like to introduce you a short presentation on process of building trading algorithm step by step. In my articles I will try to answer the following questions:


    • Where should I search for trading strategy?

    • How should description of trading algorithm look like?

    • Where can I find data needed to build the algorithm?

    • How to do Data Pre-processing?

    • Data Mining (Statistical Methods, Machine Learning, Deep Learning etc.) • How to analyze the results? (Value at Risk, Return, Comparison with Benchmark, the maximum drop down etc.)

    • How to optimize parameters?

    • What parameters can I optimize?

    • How to do effective research?

    I am incredibly keen on mentioned topics and I hope I publish some articles in 2017!


  • Recommended sites

    Those sites refer to quant trading, quant challenge, finance career and lots of advice in terms of career in quant.


    AI and Machine Learning

    DeepMind is the world leader in artificial intelligence research and its application for positive impact. We’re on a scientific mission to push the boundaries of AI, developing programs that can learn to solve any complex problem without needing to be taught how.

    The Python Quants


    Your Partner for. Python in Finance and Trading. We focus on Python and Open Source Technologies for Financial Data Science, Algorithmic Trading



    Kaggle is the world learn for Data Science challenge. Runs programming contests to crowdsource machine learning solutions. Offers forums, a database of public datasets, tutorials, and machine learning job.



    One of the biggest financial services careers website. Browse finance jobs and explore banking career opportunities. Find investment banking jobs & other finance jobs at eFinancialCareers.

    Super Data Science


    It is good to start your story with Data Science. Accelerate Your career and take control of your future with powerful courses in Data Science



    The Certified Hedge Fund Professional (CHP) program is sponsored by the Hedge Fund Group, a global networking association of more than 100,000 industry professionals.



    CFA Institute offers investment industry educational programs that are recognized and respected around the world. CFA Institute is a global association of investment professionals that sets the standard for excellence in the industry.

    Quantitative Finance


    The Foundation pursues its goals through meetings enabling students direct contact with people from the market in an intimate atmosphere.


    Trading Platform

    The simplify trading system development You don’t need to wait for your PhD to become a Quant Your success is our success.



    XGBoost is used for supervised learning problems, where we use the training data (with multiple features) xixito predict a target variable yiyi. Before we dive into trees, let us start by reviewing the basic elements in supervised learning


    Algorithm platform

    Build your trading strategies directly in the browser, backtest against every tick of historical price data and trade live with your broker.

    Chat With Traders


    Each week, CWT interview a winning trader to extract their best insight… Get new episodes of Chat With Traders podcast sent to your inbox



    QuantStart is an online quantitative finance education and training portal run by, Mike Halls-Moore, to help you learn how to find a quant career and/or become an expert quantitative trader, developer or analyst.



    Quandl offers essential financial and economic data alongside a suite of unique, alpha-generating alternative datasets. With they unrivaled consumption experience, they have cemented a reputation for understanding and delivering what professional quantitative analysts need and want.

    Quantitative Finance

    Education/ Quant challenge

    The WorldQuant Challenge provides you with the opportunity to learn about quantitative finance, build financial models,and enter them in global competitions

    Course fast ia


    This is a very different kind of course, taught in a very different way. They have spent as much time studying the research into effective education techniques as they have studying the research into deep learning—one of the biggest differences that you'll see as a result is that they teach "top down" rather than "bottom up"

    Quant at Risk


    -Articles on Financial Time-Series Analysis, Quantitative Risk Management, Algo-Trading

    - Books that he wrote on Python and Matlab for Finance

    - Workshops where he teach practical application of Python language in solving financial problems

    - Video Courses on Python for Computational Finance

    - Consulting Services designed around You and your quantitative / algo-trading / big data projects



    Dataminr transforms real-time data from Twitter and other public sources into actionable alerts, identifying the most relevant information in real-time for clients in Finance, the Public Sector, News, Corporate Security, and Crisis Management..



    The UCI Machine Learning Repository is a collection of databases, domain theories, and data generators that are used by the machine learning community for the empirical analysis of machine learning algorithms


    Trading Platform

    Build Algorithms in a Browser IDE, Using Template Strategies and Free Data

    Design and test your strategy on our free data and when you're ready deploy it live to your brokerage. Code in multiple programming languages and harness our cluster of hundreds of servers to run your backtest to analyse your strategy in Equities, FX, CFD, Options or Futures Markets.

    The Financial Hacker


    Blog about algorithmic trading with new methods and new indicators. A new view on algorithmic trading. On this blog he’ll attempt a hacking approach to algorithmic trading. Hacking is nothing illegal, it’s just a pragmatic way to solve problems.

    Robot Wealth


    Robot Wealth started life as a blog about Kris' adventures in algorithmic trading. Along the way, Kris made a career change from engineer to hedge fund quant and realised how much he enjoyed sharing what he'd learned about algo trading. We are building a team here at Robot Wealth to bring you practical insights into algorithmic trading.


    Trading platform

    After some amazing community feedback, I decided to continue development on the algorithmic trading platform (for Forex). A simple data mining implementation for traders.

    Angel List

    Start up List/Careear

    AngelList is a platform for startups—started by the dudes who do Venture Hacks. See 1000s of startup jobs at the best startups. Get salary, equity and funding info upfront. Apply privately with one click.


    The community for data mining, data science

    SIGKDD's mission to provide the premier forum for advancement, education, and adoption of the "science" of knowledge discovery and data mining from all types of data stored in computers and networks of computers.


    Competitions/ Data Science

    DrivenData brings the transformative power of data science to organizations attacking our world’s greatest challenges.

    We find real world questions where data science can have positive social impact, then run online modeling competitions for data scientists to develop the best models to solve them.


    One platform for crowdsourcing & deploying AI at scale

    CrowdANALYTIX is a platform for crowdsourcing and deploying AI, NLP & Machine Learning solutions. 15202 of data scientists compete and collaborate on our crowdsourcing community (the human layer) to build optimized algorithms. These algorithms are then deployed & maintained on dataX.ai (the machine layer) for reliability and scale.

    Alpha Hat

    investment analysis

    An End-to-End Platform that will Supercharge Your Workflow. oday’s workflows were designed with yesterday’s data requirements in mind. Alpha Hat is the one tool that you need to handle all your current analysis needs.

    The Blaze


    TheBlaze is the digital network that provides a platform for a new generation of authentic and unfiltered voices. The Blaze ecosystem is a set of libraries that help users store, describe, query and process data. It is composed of the following core projects:



    Investment resource specialized in fund investing. Offers news, commentary, fund information, tutorial, tools and forums. Articles and comment columns are contributed by writers from socialist, communist, social democratic, green and religious perspectives.



    • They are a technology company focused exclusively on the financial industry (FINTECH)
    • They software is used by the most respected financial institutions in Poland and abroad

    Technical Analysis Library

    Free Open-Source Library

    TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.

    • Includes 200 indicators such as ADX, MACD, RSI, Stochastic etc.
    • Candlestick pattern recognition
    • Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

    SQL Alchemy

    The Python SQL Toolkit

    SQLAlchemy is the Python SQL toolkit and Object Relational Mapper that gives application developers the full power and flexibility of SQL. It provides a full suite of well known enterprise-level persistence patterns, designed for efficient and high-performing database access, adapted into a simple and Pythonic domain language.

    Work Fusion


    WorkFusion’s AI-powered products provide all of the tools an operations team needs to automate business processes.

    • Smart Process Automation

    • Chatbots

    • SmartCrowd



    QuantInsti is one of Asia’s pioneer Algorithmic Trading Research and Training Institute focused on preparing financial market professionals for the contemporary field of Algorithmic and High Frequency Trading.

    Narrative Science


    Leading organizations are utilizing advanced natural language generation (Advanced NLG) to transform their data into narratives. Instead of manually analyzing, interpreting and communicating insights to employees and customers, our intelligent system Quill does it automatically.


    Company (AI)

    Eureqa accelerates discovery and understanding by making data science and artificial intelligence accessible to all business users. The company's dynamic modeling engine evolves billions of potential solutions per second, and identifies the best to predict and explain future events. With Eureqa, users can now incorporate domain expertise into automated time-series forecasts, empowering strategic business action in minutes rather than weeks or months.


    Trading Platform

    Quantopian inspires talented people everywhere to write investment algorithms.
    Select authors may license their algorithms to us and get paid based on performance.

    Quantopian provides capital, data, a research environment, and a development platform to algorithm authors (quants). We offer license agreements for algorithms that fit our investment strategy, and the licensing authors are paid based on their strategy's individual performance. We provide everything a quant needs to create a strategy and profit from it.



    Paul is a researcher, author, consultant, lecturer and expert witness working in risk management, derivatives and most things quantitative in finance. He has written over 100 research papers in mathematics and finance, and several best-selling, and some would say ground-breaking, text books including: Paul Wilmott On Quantitative Finance, Paul Wilmott Introduces Quantitative Finance and Frequently Asked Questions in Quantitative Finance

    World Quant


    WorldQuant is a quantitative investment management firm founded in 2007 with over 500 employees globally. We develop and deploy systematic investment strategies across a variety of asset classes in global markets, utilizing a proprietary research platform and investment process.

    World Quant University


    WorldQuant University’s Master of Science in Financial Engineering will provide you with the highly developed knowledge and skills you’ll need for a career in risk management, investment banking, private equity, hedge funds, data science, or technical operational areas of corporate management. WQU graduates will be prepared to become leaders in a range of industries.

    Point 72


    Point72 primarily invests in discretionary long/short equities and makes significant quantitative and macro investments. The Firm is headquartered in Stamford, Connecticut, and maintains affiliated offices in New York, London, Hong Kong, Tokyo, and Singapore. Point72 has a world class team of approximately 1,000 employees, including more than 350 investment professionals.

    Dekalog Blog


    "Trading is statistics and time series analysis." This blog details his progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process.

    Better System Trader


    As Robert Rhea, author of the Dow Theory, said “No profession requires more hard work, intelligence, patience and mental discipline than successful speculation”. Better System Trader is here to make it easier

    Quantitative trading


    Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He also offers training via workshops or individualized consulting. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. .

    Following the trend


    This site is maintained by Andreas F. Clenow, Chief Investment Officer of ACIES Asset Management AG. This website will host information and resources related to cross asset trend following futures trading, a subject I believe myself to know a little bit about. It’s my intention that it be a no hype, honest look at how this segment of the market really works.

    Investment Idiocy


    Robert Carver is an expert on systematic trading, a former head of fixed income at multi billion dollar quantitative hedge fund AHL, a former investment bank trader, and the author of 'Systematic Trading: a unique new method for designing trading and investing systems' "

    Nuclear Phynance


    It is a Forum where you can find information about: Trading, Price & Modeling, careears, Risk managementm, Job ect.



    Quantocracy is a curated mashup of trading blogs that deal in the quantitative and the empirical. They’re the number one source of new readers for most of the blogs on our mashup



    The Open Source Hedge Fund Project is a community driven project which aims to create the best quant trading systems and operational structures to run a fully functional hedge fund. With the twist that all the IP is open to the public. Contributors will receive full access to this collective and ever evolving “Hedge Fund in a Box”

    QuantStrat Trader


    This blog will be an investigation into various problems that interest me in quantitative finance and asset management.

    Turing Finance


    TuringFinance has been exploring the exciting possibilities found at the intersection of computer science and quantitative finance for more than three years. In particular, TuringFinance has explored many of the contrarian ideas espoused by evolutionary finance. Evolutionary finance, also known as the adaptive markets hypothesis [1, 2, 3], is a contrarian economic theory which reconciles the efficient market hypothesis with behavioural economics through the application evolutionary principles.

    Certificate in Quantitative Finance


    The Certificate in Quantitative Finance (CQF) is an online part-time financial engineering program. It can be completed as a single six month program or split into two three-month levels. It is designed for in-depth training for individuals working in, or intending to move into, e.g. derivatives, IT, quantitative trading, insurance, model validation or risk management. The CQF is unique in its approach and commitment to the field of real-world quantitative finance

    Cornell University Library

    science articles

    Moving topics like: Computational Finance, Economics, General Finance, Mathematical Finance, Portfolio Management, Pricing of Securities, Risk Management, Statistical Finance, Trading and Market Microstructure

    Forex Factory


    Forex Factory provides information to professional forex traders; lightning-fast forex news; bottomless forex forum; famously-reliable forex calendar.

    MQL 5 community



    You will find here the full description of the language, articles on different topics, the forum, automated trading programs written in MQL4/MQL5, and many other things. You will be able to talk to authors of articles and programs or ask questions in the forum where you will certainly receive an answer from your colleagues.

    Seeking Alpha

    Market News/ Trading Idea

    Stock market Insights & financial analysis, including free earnings call transcripts, investment ideas and ETF & stock research written by finance experts.



    Wall Street Insider – Financial News, Headlines, Commentary and Analysis – Hedge Funds, Private Equity, Banks.

    Daily Speculations


    They are animated by a desire to apply systematic, tested reasoning to improve our understanding, not by appeals to authority or the transition of charts. They believe that perhaps the most important part of the scientific method is asking the right questions — rich questions that if properly validated or refuted give information of a fruitful nature.

    Google Finance


    Get real-time stock quotes & charts, financial news, currency conversions, or track your portfolio withGoogle Finance.



    Bloomberg delivers business and markets news, data, analysis, and video to the world, featuring stories from Businessweek and Bloomberg News.

    Thomson Reuters


    They are enable professionals in the financial and risk, legal, tax and accounting, and media markets to make the decisions that matter most, all powered by the world's most trusted news organization.

    Thomson Reuters shares are listed on the Toronto and New York Stock Exchanges (symbol: TRI).

    The Econmist


    The Economist offers authoritative insight and opinion on international news, politics, business, finance, science, technology and the connections between them

    YaHoo! Finance


    At Yahoo Finance, you get free stock quotes, up-to-date news, portfolio management resources, international market data, social interaction.


    Social community

    Trade with confidence on the world's leading social trading network

    Join millions who've already discovered smarter investing by automatically copying the leading traders in our community, or get copied yourself to earn a second income!


    Fin Tech Poland


    They are foundation focused on boosting fintech and value transfer innovations in Poland and CEE. They believe Poland has potential to become a regional hub for transactional innovations. Our primary objectives are research and education. Through these means, we intend to actively support financial and related innovation in Poland and CEE.


    The Centre for Doctoral Training in Financial Computing and Analytics was established at University College London (UCL) in collaboration with academic partners the London School of Economics (LSE) and Imperial College London (IC), supported by partnerships with twenty leading financial institutions. It is the first major collaboration between the financial services industry and academia.

    Imperial College London

    MRes Stochastic Analysis and Mathematical Finance

    This course provides a high-level training in research in Stochastic Analysis and Mathematical Finance, equipping you with skills to begin tackling contemporary research problems in these areas. This 12-month course provides training in mathematical research. It aims to give students important preparation for higher-level research, including PhD studies.



    In this blog you can find :

    • Statistical Arbitrage: Finding Correlated Stock Pairs
    • Calculating Stock Beta, Alpha and R^2 using Pandas and Statsmodels

    Alpha Architect


    ALPHA ARCHITECT is an asset management firm that delivers high-conviction high-expected performance strategies at affordable costs.

    they design affordable active management strategies for Exchange-Traded Funds and Separately Managed Accounts.

    Alpha Architect


    The Federal Reserve Bank of St. Louis Economic Data (FRED) Add-In is free software that will significantly reduce the amount of time spent collecting and organizing macroeconomic data. The FRED add-in provides free access to over 460,000 data series from various sources (e.g., BEA, BLS, Census, and OECD) directly through Microsoft Excel

    Automated Trader


    Automated Trader Magazine is a regular print and digital publication that focuses on all aspects of automation in the trading process. Featuring insights from both academics and practitioners alike, Automated Trader covers strategies and analytics, the impact of regulatory requirements as well as the latest technological innovations in the field.

    Algorithmic Trading


    AlgoTrader is an algorithmic trading software system originally created by CEO Andy Flury . Prior to AlgoTrader, Andy Flury gained his extensive knowledge in real-time management of large data sets using Esper and CEP whilst employed as project manager and software architect for Siemens.



    AlgoSeek is a leading provider of historical intraday US market data to banks, hedge funds, academia and individuals worldwide. Our high quality and affordable datasets are used for research and trading around the world.


    Algorithmic Trading Platform

    IQBroker is designed to be the ultimate solution for backtesting and executing a portfolio of algorithmic trading strategies.
    In addition, the platform features advanced charts as well as other high-end tools for trading stocks, futures and forex.
    We’ve partnered with the leading data and brokerage providers so that you can enjoy they platform free.

    Trading Technologies

    Trading Technologies

    Since 1994, we’ve spearheaded the technologies that enable electronic trading. Today, we set the standard for professional trading platforms. We make the tools that the world’s premier traders trust to maintain their edge. Because they need speed, reliability and customization. And we deliver.


    Trading Platform

    Seer Trading Platform is for building, backtesting, optimizing and deploying automated trading systems. It was designed and built from the ground up for the sole purpose of algorithm development and deployment. As system traders ourselves we were becoming increasingly frustrated with the limited functionality of existing platforms and software packages available to system traders not looking to build their own platforms as key functionality was either missing or inadequate for the level of sophistication our systems needed, such as portfolio backtesting, visualization and multi asset support.




    The idea of Sentdex is to quantify the qualitative.
    Sentdex is a sentiment analysis algorithm, termed by the meshing of "sentiment" and "index."

    It understands the emotions people use in their online communication and translates them to computer language. This data can be used to gain a deeper understanding of the world, by showing you how people across the world feel about various topics, such as companies, politics, war and much more.

    Think New Found


    Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping clients achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination.

    Optimal Momentum


    Momentum means persistence in performance. Additional periods of superior performance tend to follow initial periods of superior performance. But it is more than that. Momentum is also a systematic rules-based approach for entering and exiting the markets based on specific, proven criteria.   


    Science Research

    SSRN is devoted to the rapid worldwide dissemination of social science research and is composed of a number of specialized research networks in each of the social sciences.


    Economic Research

    Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings among academics, public policy makers, and business professionals.
    NBER-affiliated researchers study a wide range of topics and they employ many different methods in their work. Key focus areas include developing new statistical measurements, estimating quantitative models of economic behavior, and analyzing the effects of public policies.

    Trading Markets

    TradingMarkets.com supplies active traders with the education and tools they need to make trades based on data – not emotion. TradingMarkets.com delivers content, tools, data, and trading systems aligned with the proprietary trading methodologies developed by Connors Research. Our singular focus and commitment is to provide our customers with new ways to find the edge they need in trading the financial markets.



    EliteTrader.com is a group of financial traders that help each other work through the tough and lonely journey of trading profitably. Our members learn faster, develop new relationships, and avoid costly mistakes through daily collaboration.


    Organization (economic modeling)

    QuantEcon is an organization dedicated to improving economic modeling by enhancing the coding skills and computational tool set of economists through development of and exposure to modern open source computational methods for research, econometrics, and decision making.

    Quantitative Economics


    This website presents a series of lectures on quantitative economic modelling, designed and written by Thomas J. Sargent and John Stachurski.

    The Zorro Project


    Our international team has long-term experience in the field of simulation algorithms - vehicle simulations, computer games, financial trading system, or other systems that can be represented by a computer model.

    Quantitative Economics


    Our international team has long-term experience in the field of simulation algorithms - vehicle simulations, computer games, financial trading system, or other systems that can be represented by a computer model.

    Scalable Capital


    Market Intelligence


    Every day at S&P Global Market Intelligence we collect, scrub, interpret, and analyze vast volumes of content, turning it into actionable intelligence on the global financial markets and the companies and industries that comprise those markets.

    We deliver the data and insight you need to make informed, smarter business decisions and investment decisions that are critical to your future.



    MSCI is an independent provider of research-driven insights and tools for institutional investors. We have deep expertise in the areas of risk and performance measurement that is based on more than 40 years of academic research, real-world experience and collaboration with our clients.



    We are a group that has proven the power of science and technology in the financial markets for nearly two decades. In Quantlab, we have created a different kind of financial trading firm. We’re a company that invests heavily in our people and technologies to get the best out of both. We leverage the most sophisticated techniques and advanced networks to stay ahead of the curve. We embrace full automation with experienced risk managers who carefully supervise our technology-driven trading. It’s an extremely exciting, creative field—we love what we do, and we’re always looking for new ground to break.



    Fintech Weekly


    Never miss what's disrupting the financial sector! FinTech Weekly is a free newsletter that helps you to stay up to date with your fintech knowledge. Every week we feature the latest articles on developments, solutions and innovations in the business. Additionally, we provide dates for conferences, hackathons and deadlines. Receive everything worth knowing from the world of fintech once a week for free.

    Cross Validated


    Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute:

    Dekalog Trading System


    The Dekalog Trading System is under constant development and testing using the free, open-source software programs Octave, R and Gnuplot, plus especially written C++ functions for Octave. Octave and its C++ functions are used for all numerical calculations, Gnuplot for charting and visual display of test results, and R for statistical analysis. The data used for historical testing is 30, continuous back-adjusted, US futures and 15 forex pairs.

    gaussian waves


    Hedge Brunch


    HedgeBrunch is a unique network for the hedge fund and alternative investment world. We bring investment professionals, fund investors and friends together through specialist events at which personal relationships and connections are the number one focus.

    Money Science


    MoneyScience has been built using the latest in social publishing technology, incorporating both the Elgg Open Source platform, and Thematic Network's proprietory Spine Technology.



    MoneyScience has been built using the latest in social publishing technology, incorporating both the Elgg Open Source platform, and Thematic Network's proprietory Spine Technology.



    Searching for trading strategies? Save your time. we have already read tens of thousands of financial research papers. To process financial academic research into a more user-friendly form to help anyone who seeks new quantitative trading strategy ideas.



    “ARPM” stands for “Advanced Risk and Portfolio Management®”. The font used for the P in “Portfolio” is the mathematical symbol for “real-world probability” (as opposed to “risk-neutral probability”), on which all mathematical models for risk management and portfolio management are built.

    Time series

    Time series

    They are finally present generalizations of time series: stochastic processes, in which time is continuous; irregular time series, in which time is discrete but irregular; and discrete-valued time series (with Markov chains and Hidden Markov Models instead of AR and state-space models).



    TSSB is FREE software platform for rapid R&D of statistically sound predictive model based trading systems via machine learning.

    • Development team with over 50 years of experience
    • Statistical soundness: trading systems likely to perform well in the future
    • Rapid prototyping of trading systems without any programming
    • Objective functions based on financial performance rather than statistical fit

    Wall street Currents


    The premier website for serious investors and traders. Includes latest research on investment models, asset allocation and market timing strategies

    Wall street Currents


    Dr Jonathan Kinlay is the Head of Quantitative Trading at Systematic Strategies, LLC, a systematic hedge fund that deploys high frequency trading strategies using news-based algorithms.



    Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Random thoughts on financial markets and personal staff are posted at the sub personal blog.

    Intelligent Trading Tech


    The Quantum Financier blog is a repository for my thoughts and research on the markets. Canadian expat currently trading out of Chicago. He welcome the opportunity to share with other empirically minded bloggers and readers to improve my understanding of the market.

    KKB Reasearch and Development


    KKB Research and Development Corporation was founded in April 2015 by Kyle Kadar Balkissoon with a goal of becoming the foremost provider of advanced quantitative tools and techniques designed for businesses to obtain actionable insights. KKB R&D makes strategic investments in other businesses where we can best leverage our analytical expertise to maximize growth.

    Predictive Alpha


    The Predictive Alpha blog is about quantitative investing focusing on backtesting trading strategies, statistics, machine learning, data-driven research, programming and practical concepts in trading. The goal is to present interesting problems and show how to overcome those based on our experience with quantitative investing.

    Quants Hub

    Global Live Q&A Webinars

    The Quants Hub is a comprehensive online resource for Quantitative Analysts, Risk Managers, Structuring and Trading Desks, Model Validation, Programmers & Developers & Financial Engineers that combines video training from world-renowned expert instructors with a rich library of resources for self-paced, distance learning. This platform empowers you and your institution to create an individualised bespoke educational library resource.

    Topstep Trader

    Global Live Q&A Webinars

    • To empower anyone, anywhere to earn the financial freedom to pursue their dreams.
    • To empower anyone, anywhere to earn the financial freedom to pursue their dreams.

    Quant Quote


    QuantQuote provides high quality historical intraday stock data for institutions and individual investors.Today, QuantQuotes' datasets are used extensively for rigorous backtesting of strategies, requiring an unprecedented level of completeness and accuracy. This high standard, coupled with years of continuous customer feedback, has led to one of the most accurate datasets in existence.



    EODData was started in early 2003 to provide free quality end of day stock market data to traders everywhere. Through advertising revenue and by charging a small fee for historical data, we are able to pay our monthly data costs. As we grow and more members subscribe to our premium services we are able to invest that money into better data feeds and new products and services.



    MongoDB can help you make a difference to the business. Tens of thousands of organizations, from startups to the largest companies and government agencies, choose MongoDB because it lets them build applications that weren’t possible before. With MongoDB, these organizations move faster than they could with relational databases at one tenth of the cost. With MongoDB, you can do things you could never do before.



    The Apache Cassandra database is the right choice when you need scalability and high availability without compromising performance. Linear scalability and proven fault-tolerance on commodity hardware or cloud infrastructure make it the perfect platform for mission-critical data.Cassandra's support for replicating across multiple datacenters is best-in-class, providing lower latency for your users and the peace of mind of knowing that you can survive regional outages.

    Couch DB




    Led by senior executives from both Wall Street and Silicon Valley, Sentient Investment Management is developing and applying proprietary quantitative trading and investment strategies built using the Sentient Technologies distributed artificial intelligence system, the most powerful system of its kind.

    Clone Algo


    Clone Algo Inc is a US incorporated Technology firm with operations based in Singapore that develops artificial intelligence trading systems for financial markets using time tested algorithms combined with timing technology and risk management systems.




    It takes lots of data, speed, and scalability to offer a reliable scientific solution to the ever growing retail user base in financial trading. We solve this problem by bringing in heavy experience from database, AI, and capital markets. Together, we have built an extremely optimised time-series database called “MarketStore.” With MarketStore, we are achieving similar speed scores to the institutional level offering but in a much more scalable way. Our team is well positioned to bring the scientific solution to retail traders globally.


    Walnut Algorithms


    Walnut Algorithms is a technology firm focused on applying the latest advances in data science and machine learning research to the financial markets.

    We combine advanced machine learning techniques with financial expertise to generate absolute return investment strategies. We develop sophisticated trading models able to continuously learn and improve. The strategies are designed to identify meaningful patterns forming in the financial markets with high levels of confidence. They scale over numerous assets globally and intelligently self-adapt to changing market conditions.




    Binatix is a deep learning trading firm that came out of stealth mode in 2014 and claims to be nicely profitable having used their strategy for well over three years



    Aidyia was founded in Hong Kong in 2011 by computer scientists and financial market veterans. We deploy cutting edge artificial general intelligence (AGI) technology to identify patterns and predict price movements.



    Nanalyze provides objective information about companies involved in disruptive technologies so that investors can make informed investment decisions.10 years later, Nanalyze has moved from a forum format to a publishing format so that our readers can better access information that will help them make more informed investment decisions. We have also expanded outside of just Nanotechnology to include additional disruptive technologies such as 3D Printing, Emerging Electronics, Life Sciences, and Renewable Energy.

    Buzz Indexes


    The BUZZ NextGen AI US Sentiment Leaders Index™ identifies the 75 large cap US stocks which exhibit the highest degree of positive investor sentiment and bullish perception. The insights are statistically derived using machine learning and artificial intelligence analysis techniques applied to millions of unique stock-specific data points. Content is aggregated from online sources including social media, news articles, blog posts and other alternative datasets.

    The data is filtered through an analytics model which utilizes Natural Language Processing Algorithms and Artificial Intelligence Applications.

    The BUZZ NextGen AI process™ translates the results into actionable investment insights.


  • Course

    The word around town

    Model a Quantitative Trading Strategy R

    R is widely used by analysts and traders around the world to develop quantitative trading strategies which can be executed manually or through program trading. This is an introductory course for beginners in R to get familiarized with a trading strategy and experience coding a technical indicator in R.

    Samantha Wang (Quantopian)

    Learn how to build a market-neutral strategy using data, pipeline, alphalens, and pyfolio. Join Jamie McCorriston and Jess Stauth from Quantopian as they walks through the research and implementation of a market neutral strategy that trades a large, dynamically selected universe of stocks. Not all market-neutral strategies will get an allocation. This webinar will show you how to develop an algorithm that meets many of the criteria that are used by our investment management team during the allocation process.


      QuantConnect Python Algorithm Project:

    • To run algorithms in Lean your primary modules must be called "main.py".
    • Set your config "algorithm-language" property to "Python". 
    • Set your config "algorithm-location" property to "QuantConnect.Algorithm.Python.dll"
  • Library Python

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    Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian – a free, community-centered, hosted platform for building and executing trading strategies.


    Pandas is a Python package providing fast, flexible, and expressive data structures designed to make working with “relational” or “labeled” data both easy and intuitive. It aims to be the fundamental high-level building block for doing practical, real world data analysis in Python. Additionally, it has the broader goal of becoming the most powerful and flexible open source data analysis / manipulation tool available in any language.


    pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm.

    PyAlgo Trade

    PyAlgoTrade - Algorithmic Trading

    PyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort.



    NumPy is the fundamental package for scientific computing with Python. It contains among other things:

    • a powerful N-dimensional array object
    • sophisticated (broadcasting) functions
    • tools for integrating C/C++ and Fortran code
    • useful linear algebra, Fourier transform, and random number capabilities


    Matplotlib is a Python 2D plotting library which produces publication quality figures in a variety of hardcopy formats and interactive environments across platforms. Matplotlib can be used in Python scripts, the Python and IPython shell, the jupyter notebook, web application servers, and four graphical user interface toolkits.


    SymPy is a Python library for symbolic mathematics. It aims to become a full-featured computer algebra system (CAS) while keeping the code as simple as possible in order to be comprehensible and easily extensible. SymPy is written entirely in Python.


    PyMC is a python module that implements Bayesian statistical models and fitting algorithms, including Markov chain Monte Carlo. Its flexibility and extensibility make it applicable to a large suite of problems. Along with core sampling functionality, PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.


    The scikit-image SciKit extends scipy.ndimage to provide a versatile set of image processing routines. It is written in the Python language.

    This SciKit is developed by the SciPy community.



    NetworkX is a Python language software package for the creation, manipulation, and study of the structure, dynamics, and function of complex networks. With NetworkX you can load and store networks in standard and nonstandard data formats, generate many types of randomandclassicnetworks, analyzenetworkstructure, buildnetworkmodels, designnewnetworkalgorithms, draw networks, and much more


    PyTables is a package for managing hierarchical datasets and designed to efficiently and easily cope with extremely large amounts of data. You can download PyTables and use it for free. You can access documentation, some examples of use and presentations here.

    Stats Models

    statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are avalable for each estimator. The results are tested against existing statistical packages to ensure that they are correct.


    Machine Learning in Python

    • Simple and efficient tools for data mining and data analysis
    • Accessible to everybody, and reusable in various contexts
    • Built on NumPy, SciPy, and matplotlib
    • Open source, commercially usable - BSD license



    The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

    QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. .

    DX Analytics

    DX Analytics is a Python-based financial analytics library that mainly implements what is sometimes called the global valuation of (complex portfolios of) derivatives instruments The major characteristic of this approach is the non-redundant modeling of all components needed for the valuation (e.g. risk factors) and the consistent simulation and valuation of all relevant portfolio components (e.g. correlated risk factors, multi-risk derivatives and portfolios themselves).


    The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics, computer science, and synergetics, not necessarily in that order. We are currently building PyThalesians, a fully featured open source Python based library for analysing financial markets. The open source code is available at GitHub site here. We have also used the library ourselves to implement our own trading strategies.


    Theano is a Python library that lets you to define, optimize, and evaluate mathematical expressions, especially ones with multi-dimensional arrays (numpy.ndarray). Using Theano it is possible to attain speeds rivaling hand-crafted C implementations for problems involving large amounts of data. It can also surpass C on a CPU by many orders of magnitude by taking advantage of recent GPUs.


    Gensim is a Python library for topic modelling, document indexing and similarity retrieval with large corpora. Target audience is the natural language processing (NLP) and information retrieval (IR) community.


  • Articles

    The word around town

    Algorithmic Trading: Pros and Cons

    Package ‘quantmod’

    Introduction to Algorithmic Trading Strategies

    How Traders Are Using Text and Data Mining to Beat the Market

    Paul Wilmott Articles




    Arxiv Sanity


    Machine Learning

  • Books

    The word around town

    Quantitative Trading with R



    Analysis of Financial Time Series

    The Elements of Statistical Learning: Data Mining, Inference, and Prediction,

    An Introduction to Statistical Learning: with Applications in R.

    Time Series Analysis

    Introductory Econometrics for Finance

    Gaussian Processe for Machine Learning