The Complete Map of Trading Strategy Types
From risk premia harvesting to high-frequency arbitrage: a practitioner’s framework for classifying every systematic strategy and knowing where you fit
Algo Trading & AI
As an insider in Algo Trading and AI, I share my insights. I aim to help you become a professional quant trader and achieve financial independence. Go to the home page at https://paperswithbacktest.com/ to discover the tools I make available to you.
Latest episodes
How Financial Markets Actually Work. And Why Systematic Trading Is the Opportunity
From market mechanics to algorithmic strategies: a complete guide to understanding the forces that move prices and how rules-based trading exploits them
Automate Your Trading Setup in Minutes with Python, Docker, and Interactive Brokers
How to go from a Backtrader backtest to a 24/7 cloud-deployed live trading bot for the cost of a coffee per month
How to Set Up Your Algo Trading Environment for Free in Under an Hour
A practical, step-by-step guide to building a complete Python-based algorithmic trading research environment: no paid software, no virtual machines, no headaches
Building Your Algo Trading Capital From Zero
Three proven paths to accumulate starting capital, even if your bank account is empty, and the compounding math that makes it all work
The Secret Weapon of Successful Traders: Time Arbitrage
Why the most powerful edge in financial markets costs nothing, requires no technology, and almost nobody uses it
The 7 Pillars of Trading Success: A Framework from the World's Top Quants
What separates professional quant funds from everyone else — and how to close the gap using the framework behind Advances in Financial Machine Learning
Mastering Productivity: The 6-Step Framework That 100x Your Output as a Quant Trader
A battle-tested system for setting goals, eliminating distractions, and building the habits that separate elite algo traders from everyone else
The Real Fundamentals of Trading Success
What separates the top 10% of traders from the rest — edges, psychology, risk management, and the discipline most people never develop
The Options Mispricing Playbook: 8 Effects That Generate Real Alpha in Equity Options
From earnings volatility crush to risk-adjusted option momentum, here are the systematic mispricings that professional options traders exploit.
Average monthly earnings revisions showing the seasonal optimism-to-disappointment pattern
How Doeswijk's Optimism Cycle explains the most persistent seasonal anomaly in finance — and delivers 7% annualized excess returns with just two trades per year
Bitcoin Never Sleeps: Exploiting Seasonality, Momentum, and Mean Reversion in a 24/7 Market
How Padysak and Vojtko's research reveals exploitable time-of-day patterns and price-based signals in Bitcoin's round-the-clock trading
The 7 Reasons Most Machine Learning Funds Fail (And How to Avoid Them)
Marcos López de Prado's battle-tested diagnosis of why ML strategies blow up — and the concrete fixes from his landmark AFML book that separate surviving quant funds from the rest
Every Seasonality Effect in Finance, Ranked by Whether It Actually Makes Money
We backtested 15 calendar effects across equities, crypto, and commodities — most are garbage, but a few still print after costs.
Jim Simons: The Mathematician Who Built the Greatest Trading Machine in History
Inside Renaissance Technologies and the Medallion Fund — 66% average annual returns for three decades, and what it means for quantitative traders
The Dumbest Strategy That Returned 200% a Year
How market making on stablecoin pairs with leverage printed absurd returns — and why the economics of queue priority made it possible.
Introduction to Online Portfolio Selection: Adaptive Algorithms for Capital Growth
Adaptive Algorithms for Capital Growth
Ed Thorp: The Man Who Beat the Casino and Then Beat the Market
The Man Who Beat the Casino and Then Beat the Market
5,000 Backtested Strategies from 30 Years of Top Research
How we built the world's largest open repository of trading strategies — and how you can use it to find ideas, benchmark performance, and build portfolios
Trading on News Sentiment with the All-Daily-News Dataset
How to turn structured financial news data into systematic trading signals — from sentiment momentum to volatility filters, with code examples