{"id":226134,"date":"2025-06-23T11:36:42","date_gmt":"2025-06-23T15:36:42","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=226134"},"modified":"2025-06-23T11:35:20","modified_gmt":"2025-06-23T15:35:20","slug":"ibkr-quant-blog-highlights-june-2025","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-quant-blog-highlights-june-2025\/","title":{"rendered":"IBKR Quant Blog Highlights June 2025"},"content":{"rendered":"\n<p>Recent articles cover Python features and various topics in quantitative finance.<\/p>\n\n\n\n<p>Python tutorials:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-practical-breakdown-of-vector-based-vs-event-based-backtesting\/\">A Practical Breakdown of Vector-Based vs. Event-Based Backtesting<\/a> &#8211; Tribhuvan Bisen, Quant Insider, examines two types of backtesting strategies: Vector-Based and Event-Based, providing practical and ready-to-use code.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/algorithmic-trading-guide-high-frequency-liquidity-taking-strategy\/\">Algorithmic Trading Guide: High-Frequency, Liquidity-Taking Strategy<\/a> &#8211; Databento offers a tutorial on constructing a rule-based algorithmic trading strategy.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unleashing-the-power-of-python-live-trading-a-guide-to-seamless-automated-financial-transactions\/\">Unleashing the Power of Python Live Trading: A Guide to Seamless Automated Financial Transactions<\/a> &#8211; Dr. Hui Liu, IBridgePy, discusses how to get started with Python live trading.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/foundations-and-future-of-quantitative-finance\/\">Foundations and Future of Quantitative Finance<\/a> &#8211; PyQuant News explores how quantitative finance techniques and open-source tools are transforming the financial markets.<\/li>\n<\/ul>\n\n\n\n<p>Quantitative Finance stories:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/reinforcement-learning-in-trading-2\/\">Reinforcement Learning in Trading<\/a> &#8211; Ishan Shah from QuantInsti demonstrates how to apply Reinforcement Learning techniques in trading.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ai-models-in-high-frequency-trading\/\">AI Models in High-Frequency Trading<\/a> &#8211; PyQuant News evaluates the performance of AI models in High-Frequency trading.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/cut-through-the-noise-these-two-factors-tend-to-drive-portfolio-success\/\">Cut Through the Noise! These Two Factors Tend to Drive Portfolio Success<\/a> &#8211; Jose Ordonez, Vice President of Financial Education at Alpha Architect, shares insights on factors that impact portfolio performance.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/good-news-and-bad-news-in-us-stocks\/\">Good News and Bad News in US Stocks<\/a> &#8211; Tim Quast, the founder and CEO of Market Structure EDGE, provides market insights across eleven sectors, including Big Tech.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/what-is-an-exchange-fund-a-way-to-diversify-without-triggering-a-tax-bill\/\">What Is an Exchange Fund? A Way to Diversify Without Triggering a Tax Bill<\/a> &#8211; Jose Ordonez, Alpha Architect, explores the characteristics and benefits of Exchange Funds.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-hidden-effort-problem-work-more-and-get-better-results\/\">The Hidden Effort Problem: Work More and Get Better Results?<\/a> &#8211; Elisabetta Basilico, Alpha Architect blog, reviews an academic paper that introduces a new approach for inferring executive work patterns, without the need for direct observation.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-tumultuous-week-for-quants\/\">A Tumultuous Week for Quants?<\/a> &#8211; Tim Quast, Market Structure EDGE, explores some of the mathematical and regulatory foundations of the stock market.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Recent articles cover Python features and various topics in quantitative 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