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@quantscience_

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Develop profitable trading strategies, build a systematic trading process, and trade your ideas with Python—even if you’ve never done it before.

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Joined July 2023
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@quantscience_
Quant Science
4 days
🚨 Python Algo Trading Workshop on Wednesday: Learn how we built our hedge fund. • QSConnect: Build your quant research database.• QSResearch: Research and run machine learning strategies.• Omega: Automate trade execution with Python. 👉 Get the system:
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@quantscience_
Quant Science
22 minutes
P.S. - Want to learn Algorithmic Trading Strategies that actually work?. I'm hosting a live workshop. Join here:
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@quantscience_
Quant Science
48 minutes
That's a wrap! Over the next 24 days, I'm sharing my top 24 algorithmic trading concepts to help you get started. If you enjoyed this thread:. 1. Follow me @quantscience_ for more of these.2. RT the tweet below to share this thread with your audience.
@quantscience_
Quant Science
48 minutes
In investing, your track record is everything. In 2 minutes, I'll uncover the secrets hedge funds use to track their portfolio performance: 🧵
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@quantscience_
Quant Science
48 minutes
🚨 WORKSHOP: How I built an automated algorithmic trading system with Python. Hedge funds have an unfair advantage: better tools & faster execution. That ends on July 24th. 👉 Register here to learn how with Python (500 seats):
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@quantscience_
Quant Science
48 minutes
Want to learn how we do this inside our hedge fund in Python?. In our new live workshop, we'll share everything (and you can ask any question).
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@quantscience_
Quant Science
48 minutes
3. Drawdowns and Risks. Max Drawdown: 14.61%—peak loss to recover from. Ulcer Index: 2.80%—measures drawdown stress. Drawdown at Risk (5.21%)—likely loss duration. Use these to stress-test your strategy.
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@quantscience_
Quant Science
48 minutes
2. Risk Measures. Std Dev: 12.41%—volatility is moderate. VaR (18.97%) & CVaR (29.76%)—expect losses up to 18.97% (95%) or 29.76% (worst cases). Worst Realization: 50.74%—a rare but brutal drop to watch.
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@quantscience_
Quant Science
48 minutes
1. Profitability Insights. Annual Return: 22.44%—strong growth! . CAGR: 23.78%—compounded gains over time. MAR: 0% (minimum acceptable)—room to beat risk-free rates. Significance level (5%) sets the risk benchmark.
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@quantscience_
Quant Science
48 minutes
There are 3 main areas that smart investors care about:. 1. Profits (Returns).2. Risks.3. Drawdowns. Let's break them down using the snapshot:.
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@quantscience_
Quant Science
48 minutes
In investing, your track record is everything. In 2 minutes, I'll uncover the secrets hedge funds use to track their portfolio performance: 🧵
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@quantscience_
Quant Science
4 hours
P.S. - Want Algorithmic Trading with Python tutorials every Sunday?. Register here to join our Sunday Quant Scientist Newsletter (it's free):
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@quantscience_
Quant Science
5 hours
That's a wrap! Over the next 24 days, I'm sharing my top 24 algorithmic trading concepts to help you get started. If you enjoyed this thread:. 1. Follow me @quantscience_ for more of these.2. RT the tweet below to share this thread with your audience.
@quantscience_
Quant Science
5 hours
How to simulate 20 different portfolios from an efficient frontier (in Python). A thread 🧵
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@quantscience_
Quant Science
5 hours
🚨 LIVE WORKSHOP: How I built an automated algorithmic trading system with Python. Hedge funds have an unfair advantage: better tools & faster execution. That ends on July 24th. 👉 Register here to learn how with Python (500 seats):
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@quantscience_
Quant Science
5 hours
20 EF Portfolios:
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@quantscience_
Quant Science
5 hours
Efficient Frontier:
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@quantscience_
Quant Science
5 hours
Step 3: Optimize Sharpe Ratio & Compute the Efficient Frontier
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@quantscience_
Quant Science
5 hours
Step 2: Compute historical returns & covariance.
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@quantscience_
Quant Science
5 hours
1. The step-by-step process. Step 1: Pull 2016–2019 data with yfinance (25 assets + 5 factors).
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@quantscience_
Quant Science
5 hours
How to simulate 20 different portfolios from an efficient frontier (in Python). A thread 🧵
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@quantscience_
Quant Science
23 hours
RT @quantscience_: How to create a Black-Litterman portfolio in Python. A thread: 🧵
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@quantscience_
Quant Science
1 day
P.S. - Want to learn Algorithmic Trading Strategies that actually work?. I'm hosting a live workshop. Join here:
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