12 modules · 66 lessons · ~18 hours
Systematic Trading with Market Data
Twelve modules from first principles to a running book: volatility, earnings, 0-DTE, dilution, SPACs, dividends, momentum, and the machinery to trade them systematically.
01How Markets Create Repeatable Edges5 lessons→02The Quant's Toolkit6 lessons→03Research Methods: How to Trust a Backtest5 lessons→04Volatility I: The Volatility Risk Premium6 lessons→05Volatility II: Earnings and Scheduled Catalysts5 lessons→06The Index Game: SPX, 0-DTE, and Regimes6 lessons→07Event-Driven I: Dilution and the Short Side7 lessons→08Event-Driven II: De-SPACs, Defaults, and Distress5 lessons→09Income and Flows: Dividends and Momentum5 lessons→10Alternative Data and Daily Screening5 lessons→11Portfolio, Risk, and Temperament5 lessons→12Automation and Agents6 lessons→