Factor Momentum & Mean Reversion in Multifactor Investing So far, my ventures into the world of quantitative finance were barely scratching the surface of real practitioners work. Toying around with the Securities Master Database and some algorithmic trading strategies with Python libraries such as Backtrader or VectorBT was a fun and easy way to familiarize …
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Building up a Securities Master Database This is the first big post in a series of detailed articles about building up a Full Quant Tech Stack. In the following, I will discuss my approach to building up a Securities Master Database (SMD) for storing corporate information and historical price data for a universe of financial instruments …
Roadmap to a Full Quant Tech Stack I’ve wanted to write a blog post like this for quite some time now. As someone who just recently (re-)discovered his love for coding, getting into the universe of existing programs, frameworks, libraries and best practices can feel overwhelming at times. However, after some weeks of experimenting with …