Quantitative Strategies
Disclaimer: The resources here are for information only and should not be considered as financial advice.
Analytical tools
Quant platform
Free Python coding courses
- What is Python? Why Python is So Popular?
- Python for Beginners – Learn Python in 1 Hour
- Introduction to Python
- Introduction to Python Programming
- Python and Statistics for Financial Analysis
- Applied Machine Learning in Python
- Introduction to Data Analytics
- Hackerrank for developer training
- Apipheny: Custom data connection for Google sheets
Free R coding courses
- Introduction to Computational Finance and Financial Econometrics with R (Theory and Coding) – Prof. Eric Zivot
Quant conferences
Quant scholars
Crypto data APIs
Historical Performances (Jan 1997 - Mar 2022 cumulative returns)
Common Equity Factors
Size
Small minus Big
Value
Value minus Growth
Momentum
Intermediate Horizon Winners minus Losers
Short-Run Reversal
Short Horizon Losers minus Winners
Volatility
Volatile minus Smooth
Long-Run Reversal
Long Horizon Losers minus Winners
Profitability
Strong Profitability minus Weak
Investments
Low CAPEX minus High CAPEX
Asset Growth
Slow minus Fast Asset Growth
All strategies assume no transaction cost and use only US common stocks traded in the main exchanges with prior month closing price above $5.
[Collaboration inquiries shall be sent to StonyQuant@gmail.com ]