introduction.txt

Who I am:
Hi I am HangukQuant. I am an equity L/S Portfolio Manager.
I have experience doing quant research in multiple teams of established
hedge funds. In the academic domain, I have published papers in both
quantum finance and quantitative finance. 

Most of you would know me through Twitter! I author the HangukQuant
Newsletter, and talk about all topics quantitative in the markets.

My formal education is in the area of Computer Science and AI.

What the Project is About:
This project is pseudo stream-course where I record the process of 
implementing a full end-to-end algorithmic trading system from scratch.

This not intended to be a course in Python, or statistical methods
in Finance course. This is intended to be more for traders or programmers
looking to test and implement their trading strategies in a unified
approach.

This is a live recording of me programming a system inspired by a 
book on systematic trading a few months back. There is no intended
course structure; it is first going to be filmed and then broken up
based on logical breaks in the coding process. Hence, it might be
slightly messy. Once again, this is not a lecture or tutorial!

Learning material will be added to the course as the course develops.
While the main stream will just be a documentation, educational material
both simple and advanced will be supplemented.

Missing Market:
Most trading courses now on the market are data-sciencey courses that
teach both Python and trading basics. They teach you how to manipulate
dataframes, perform some indicator calculations et cetera, then
teach you how to backtest. And then do order submission logic. In 
most cases, there is little guidance on how to do it in a unified framework.

That is, how do you perform tactical switching between different assets?
How do `multiple backtests' lead to a sound capital allocation and 
trading framework?

Tech Stack:
Python.
Excel. (not really)

Expectations:
As you can tell, the technological stack is, very basic. 
The code will be modular enough such that you can switch out 
different functionalities based on your own proficiency. This is
a SHOESTRING system, if you want to switch out components, feel free
to!