Motivations

Introduction to Quantitative Trading




Tutorial Contents

  1. Motivations
  2. Finding Ideas
  3. Backtesting
  4. Starting a Business
  5. Execution Systems
  6. Money and Risk Management
  7. Important Topics in Quant Trading


Quantitative (or algorithmic) trading is the trading of securities based strictly on buy/sell decisions created by computer algorithms. These decisions are based on the historical performance of the strategy when tested versus historical financial data.

While this approach sounds similar to technical analysis in some respects, an important distinction between quantitative trading and technical analysis is the fact that not all technical analysis can be encoded or quantified into an algorithmic strategy. For example, a head and shoulders formation is a subjective notion and is not a quantifiable phenomenon. Furthermore, quantitative strategies are not limited to technical data, i.e. stock price charts. Quantitative strategies may incorporate a whole plethora of fundamental data sources, such as revenue numbers, cash flow, debt-to-earning ratios, etc.

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