Explore these valuable resources on algo trading!
Our recent articles feature interviews with quants:
- Professor Kris Boudt, Vrije Universiteit Brussel, and co-founder of Sentometrics, discusses the pivotal moment that changed his life. He shares insights on the community spirit and impact of The R/Finance Conference: Kris Boudt Part One: Quant Innovator, Professor, Entrepreneur and Kris Boudt Part Two: The R/Finance Conference
- Philip Sun, CEO of Adaptive Investment Solutions LLC and a professor at Boston University, explains how a passive overlay can help independent advisors and investors manage downside portfolio risk. In addition, he highlights the role of the Student Trading Lab and the API in his classes: Reducing the Risk of Risk Management and A Lower Risk Option for Options: Passive Risk Management
Discover insights on Python programming:
- Power of Monte Carlo Simulations in Finance – PyQuant News describes how Monte Carlo simulations work and offers guidance on using them.
- Faster Downloads Using Python Multithreading – Rishikesh Mahadevan, QuantInsti, delivers ready-to-use code for implementing multithreading in Python.
- NLP for Financial Sentiment Analysis – PyQuant News illustrates the steps of sentiment analysis and examines its applications in financial markets.
- Build a Pairs Trading Strategy in Python: A Step-by-Step Guide – Databento explains data extraction and how to implement a pairs trading strategy using Python.
- Risk Metrics in Python: VaR and CVaR – PyQuant News demonstrates how to implement Value at Risk (VaR) and Conditional Value at Risk (CVaR) using Python.
Stay informed about quantitative and general market topics:
- Introduction to Statistical Thinking for Smarter Choices and Analysis – Vivek Krishnamoorthy and Anshul Tayal, QuantInsti, explore the differences between descriptive and inferential statistics.
- What Every Trader Should Know About Market Data – Viraj Bhagat, QuantInsti Blog, offers essential information traders need regarding market data.
- Understanding What Drives Momentum in Global Stock Markets – Elisabetta Basilico, Ph.D., CFA, Alpha Architect blog, examines why well-performing stocks often continue to perform, a phenomenon called “momentum.”
- Market Anxiety Spikes: S&P 500 Options Show Rare Volatility Backwardation – Matt Amberson, ORATS, discusses implied volatility and the concept of backwardation in the context of recent market conditions.
- Nonfarm Payrolls March 2025 – Will Klinke, Total Wealth Partners, examines the March 2025 Nonfarm Payrolls.
Disclosure: Interactive Brokers
The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.
The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.
Disclosure: Options Trading
Options involve risk and are not suitable for all investors. For information on the uses and risks of options, you can obtain a copy of the Options Clearing Corporation risk disclosure document titled Characteristics and Risks of Standardized Options by going to the following link https: ibkr.com/occ. Multiple leg strategies, including spreads, will incur multiple transaction costs.
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