Quantitative Risk Management and Strategy Optimization via Python
Strengths
Iterative Backtester Development
The curriculum tracks the evolution of a backtester through multiple versions to integrate performance metrics, smoothing, and leverage.

Generate Income and make a living with Day Trading / Algorithmic Trading. A quantitative & data-driven Python course.
InstructorAlexander Hagmann


Free



The curriculum tracks the evolution of a backtester through multiple versions to integrate performance metrics, smoothing, and leverage.
The use of real-world examples to explain Object-Oriented Programming (OOP) helps clarify complex financial coding structures.
Frequent exercises are embedded within the data analysis and statistical sections to reinforce learning.
The backtesting approach is vectorized, which may be prone to forward bias compared to more realistic event-based methods. This signal predates the displayed course update; the update may have addressed it, but the update label does not prove a correction.
Some examples rely on outdated data stored in CSV files rather than retrieving live market data from online sources. This signal predates the displayed course update; the update may have addressed it, but the update label does not prove a correction.
The curriculum aligns with the goal of professionalizing trading through Python, though it may not meet the needs of highly experienced traders.