Check out my new ebook on quant trading where I teach you how to build profitable systematic trading strategies with Python tools.

Hi! My name is Mike and I'm the guy behind QuantStart.com. I used to work in a hedge fund as a quantitative trading developer in London.

Now I research, develop, backtest and implement my own intraday algorithmic trading strategies using C++ and Python.

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Welcome to your FREE Algorithmic Trading resource where you will learn how to develop profitable algorithmic trading strategies and gain a career in quantitative trading.

Latest Articles

Installing Nvidia CUDA on Mac OSX for GPU-Based Parallel Computing

This is the first article in a series that I will write about on the topic of parallel programming and CUDA. In this guide I will explain how to install CUDA 6.0 for Mac OS X. CUDA is a proprietary programming language developed by NVIDIA for GPU programming, and in the last few years it has become the standard for GPU computing. GPU computing is a new branch of computer science and, more specifically, of parallel computing. Read more...

Easy Multi-Platform Installation of a Scientific Python Stack Using Anaconda

Despite wrting a couple of articles on how to install a Python algorithmic trading research environment on Ubuntu, I still receive a lot of email regarding how to translate the instructions into Windows and Mac. It turns out that a substantial number of you emailed and commented on the site about an alternative, known as a Python distribution. Read more...

Basics of Statistical Mean Reversion Testing - Part II

A while back we began discussing statistical mean reversion testing. In that article we looked at a couple of techniques that helped us determine whether a time series was mean reverting or not. In particular we looked at the Augmented Dickey-Fuller Test and the Hurst Exponent. In this article we will consider another test for mean reversion, namely the Cointegrated Augmented Dickey Fuller (CADF) test. Read more...

Value at Risk (VaR) for Algorithmic Trading Risk Management - Part I

Estimating the risk of loss to an algorithmic trading strategy, or portfolio of strategies, is of extreme importance for long-term capital growth. Many techniques for risk management have been developed for use in institutional settings. One technique in particular, known as Value at Risk or VaR, will be the topic of this article. Read more...

A Day in the Life of a Quantitative Developer

A lot of you have emailed recently asking what it is actually like to work in a quant fund. I've written before about my experiences as a quant dev but I thought I'd outline a normal day so you can get a feel for whether you would enjoy the role. Read more...