From Idea to Execution: Build and Trade Quantitative Systems with Python

Validate your edge, build robust backtests, forward test and live trade with software you fully own and control

What You'll Get

My goal with this course is to share some of my codebase, so you will have:

  • Your own multiple-asset daily backtester written in Python

  • The implementation of two strategies from papers

  • The implementation of two original strategies

  • Execution code to forward test and live trade using Interactive Brokers

Who is this course for?

I’ve been trading systematically since completing my Master’s in Computer Science at Georgia Tech.In 2024, I launched quantitativo.com to share and exchange ideas in quantitative trading. Since then, I’ve started managing client accounts, trading systems I’ve developed over the years.Since launching the site, I’ve received hundreds of messages asking me to share my codebase, frameworks, and processes.This course is my response to that demand—from the 4,000+ readers of the newsletter and growing.It’s built for the readers who asked for it—especially those who already have basic coding skills and want more flexibility to turn their ideas into executable code—for those who know they could learn it all themselves, but want to accelerate the process and save time.

Content details

The course has 12 modules. Each module has:

  • Clear, concise, and thoughtfully designed explanations of the concepts and theory, crafted to provide you with a deep understanding of the material in an engaging and easy-to-follow way. No fluff, just actionable insights you can immediately use.

  • The codebase so you can apply the concepts you learn hands-on, reinforce your understanding, and build coding fluency.

Once you enroll, you'll get immediate access to all content, so you can learn at your own pace and go through the modules in the order that works best for you.I know there are courses out there that try to cover everything under the sun when it comes to systematic trading—dozens of frameworks, multiple instruments, and a myriad of techniques, all crammed into one. I take a different approach: focus on fewer things, but do them well—and with real depth.

Modules

  1. Introduction

  2. Ideas and edges

  3. Improving an idea

  4. Designing a multi-asset daily backtester

  5. Implementing a multi-asset daily backtester

  6. Metrics and plots

  7. Testing our engine

  8. Implementing an intraday momentum paper

  9. Implementing a Machine Learning paper

  10. Implementing an original idea

  11. IBKR forward-testing and live trading code

  12. Final thoughts

How much will it cost?

I haven’t settled on the final price yet—but it will be in line with what the market typically charges for products of this kind.I’ll be offering only 50 seats. That’s because I’ll be providing direct support to participants throughout the course to ensure a personalized, high-quality learning experience. Given the time I have available, this is the maximum number of students I can support while maintaining the level of quality I aim for.I’m currently finishing the course, and it should be ready by the end of April 2025.

FAQ

I have no coding experience. Zero. Is this course for me?
No, it isn’t. You’ll need to learn how to code first. Basic Python and familiarity with Pandas and NumPy should be enough to follow along.I know basic Python. How can I be sure I’ll be able to follow the course?
Take a Python/Pandas/NumPy refresher course (there are many great free options online). If you can complete it, you’ll be fine. Also, check out the tutorial A Trend Factor that I wrote a while ago. If you can follow it, you’re good to go.Will you be available to answer questions and provide support?
Yes. I’ll answer questions via email and also be available for office hours.Will you offer this course again?
I haven’t made any plans to offer it again. I’m doing this once—and if it works well, I might offer it in the future.