{"id":213996,"date":"2024-10-21T11:49:03","date_gmt":"2024-10-21T15:49:03","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=213996"},"modified":"2024-10-22T09:55:03","modified_gmt":"2024-10-22T13:55:03","slug":"october-2024-highlights-from-the-ibkr-quant-blog","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/october-2024-highlights-from-the-ibkr-quant-blog\/","title":{"rendered":"October 2024 Highlights from the IBKR Quant Blog"},"content":{"rendered":"\n<p>Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/r-is-for-finance-most-definitely-part-one\/\" target=\"_blank\" rel=\"noreferrer noopener\">R is For Finance? Most Definitely \u2013 Part One<\/a>&nbsp;and&nbsp;<a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/r-is-for-finance-most-definitely-part-two\/\" target=\"_blank\" rel=\"noreferrer noopener\">Part Two<\/a>&nbsp;\u2013 Jeff Ryan shares insights on how the R\/Finance Conference started in Chicago and offers his views on R programming and AI.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/basic-trading-algorithms-in-python\/\" target=\"_blank\" rel=\"noreferrer noopener\">Basic Trading Algorithms in Python<\/a>&nbsp;\u2013 PyQuant News demonstrates how to set up the Python environment, acquire and prepare data, calculate technical indicators, and backtest your strategy.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/youre-probably-backtesting-wrong\/\" target=\"_blank\" rel=\"noreferrer noopener\">You\u2019re Probably Backtesting Wrong<\/a>&nbsp;\u2013 Dave Mabe discusses an essential step in the backtesting routine.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ai-engineering-for-quant-finance\/\" target=\"_blank\" rel=\"noreferrer noopener\">AI Engineering for Quant Finance<\/a>&nbsp;\u2013 PyQuant News explores AI&#8217;s potential, challenges, and resources in financial analysis and quantitative finance.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/how-to-get-a-job-in-a-high-frequency-trading-firm-part-iii\/\" target=\"_blank\" rel=\"noreferrer noopener\">How to Get a Job in a High-Frequency Trading Firm<\/a> &#8211; Chainika Thakar from QuantInsti provides&nbsp;an overview of job responsibilities at HFT firms and goes through frequently asked questions on this topic.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/etf-re-balancing-and-hedge-fund-front-running-trades\/\" target=\"_blank\" rel=\"noreferrer noopener\">ETF Rebalancing and Hedge Fund Front-Running Trades<\/a>\u00a0\u2013 Quantpedia analyzes ETFs and Hedge Funds relationships in the capital markets.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/can-skewness-identify-future-outperforming-mutual-funds\/\" target=\"_blank\" rel=\"noreferrer noopener\">Can Skewness Identify Future Outperforming Mutual Funds<\/a>&nbsp;\u2013 Larry Swedroe, contributor for Alpha Architect, reviews the skewness of fund returns and possible ways this could help investors.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles.<\/p>\n","protected":false},"author":186,"featured_media":106317,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":true,"footnotes":""},"categories":[339,343,349,338,341,342],"tags":[632,851,4873,595,494,487,6591,4228,1291],"contributors-categories":[13576],"class_list":{"0":"post-213996","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-data-science","8":"category-programing-languages","9":"category-python-development","10":"category-ibkr-quant-news","11":"category-quant-development","12":"category-r-development","13":"tag-ai","14":"tag-algo-trading","15":"tag-backtesting","16":"tag-python","17":"tag-quant","18":"tag-r","19":"tag-rstats","20":"tag-skewness","21":"tag-technical-analysis","22":"contributors-categories-interactive-brokers"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v27.3) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>October 2024 Highlights from the IBKR Quant Blog<\/title>\n<meta name=\"description\" content=\"Are you interested in recent updates on Quant and Algo Trading? 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