{"id":230730,"date":"2025-09-19T10:28:06","date_gmt":"2025-09-19T14:28:06","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=230730"},"modified":"2025-09-22T03:42:57","modified_gmt":"2025-09-22T07:42:57","slug":"ibkr-quant-blog-highlights-from-september-2025","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-quant-blog-highlights-from-september-2025\/","title":{"rendered":"IBKR Quant Blog Highlights from September 2025"},"content":{"rendered":"\n<p>Stay current with the latest developments in Quantitative Finance, Python and R by exploring these in-depth articles.<\/p>\n\n\n\n<p><strong>Quantitative Finance &amp; Trading Techniques<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/implied-volatility-formulation-computation-and-robust-numerical-methods\/\">Implied Volatility: Formulation, Computation, and Robust Numerical Methods<\/a> &#8211; Tribhuvan Bisen, Quant Insider, presents a comprehensive framework for calculating implied volatility. The tutorial includes Python programming solutions, detailed convergence demonstrations, and clear visual examples, offering readers both technical depth and practical clarity.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/calculate-synthetic-nbbo-from-prop-feeds\/\">Calculate Synthetic NBBO from Prop Feeds<\/a> &#8211; Databento demonstrates how to construct a synthetic NBBO by taking the best bid and offer seen across the different exchanges.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/top-algo-trading-courses-after-mba-finance\/\">Top Algo Trading Courses after MBA Finance<\/a> &#8211; Chainika Thakar, QuantInsti, offers a possible path on how to transition from an MBA to Algo Trading.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/trading-setbacks-during-monthly-transitions\/\">Trading Setbacks during Monthly Transitions<\/a> &#8211; Brian Wilson, a Market Strategist at Market Structure EDGE, explores the unique difficulties traders encounter as the calendar shifts from one month to the next.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/finding-edges\/\">Finding Edges<\/a> &#8211; Euan Sinclair shares valuable perspectives on uncovering trading edges in this feature from the Robot Wealth Blog.<\/li>\n<\/ul>\n\n\n\n<p><strong>Programming &amp; Data Analysis<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/exploring-the-chain-rule-with-step-by-step-examples\/\">Exploring the Chain Rule with Step-by-Step Examples<\/a> &#8211; Varun Divakar of QuantInsti offers clear, step-by-step examples that clarify each stage of the Chain Rule.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-eclient-and-ewrapper-api-classes\/\">The EClient and EWrapper API Classes<\/a> &#8211; This tutorial introduces the EClient and EWrapper API classes, guiding you through the process of connecting to TWS and showcasing these essential functions.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/visualizing-financial-markets-with-matplotlib\/\">Visualizing Financial Markets with Matplotlib<\/a> &#8211; PyQuant News demonstrates how to use Matplotlib and mplfinance to create candlestick charts<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/build-a-stock-database-locally-with-polars\/\">Build a Stock Database Locally with Polars<\/a> &#8211; Discover how to create a local stock database using Polars and DuckDB with PyQuant News.<\/li>\n<\/ul>\n\n\n\n<p><strong>Investment Strategies &amp; Market Analysis<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/intelligent-concentration-a-synopsis-of-warren-buffett-and-diversification\/\">Intelligent Concentration: A Synopsis of Warren Buffett and Diversification<\/a> &#8211; Lloyd Everhart, a contributor to the Alpha Architect blog, analyzes trends in Warren Buffett&#8217;s portfolio concentration.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/harnessing-sentiment-analysis-in-financial-markets\/\">Harnessing Sentiment Analysis in Financial Markets<\/a> &#8211; PyQuant News explores how sentiment analysis is being applied in the financial sector, demonstrating practical, real-world uses that help investors better interpret market trends and make informed decisions.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unlocking-reit-returns-real-estate-investment-factors\/\">Unlocking REIT Returns: Real Estate Investment Factors<\/a> &#8211; Larry Swedroe, writing for the Alpha Architect blog, explores a study that identifies and analyzes the primary factors driving returns in REITs.<\/li>\n\n\n\n<li>&nbsp;<a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/machine-learning-for-predictive-financial-analysis\/\">Machine Learning for Predictive Financial Analysis<\/a> &#8211; PyQuant News explores cutting-edge techniques, opportunities, and obstacles inherent in analyzing financial data with advanced Machine Learning methods.<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Stay current with the latest developments in Quantitative Finance, Python and R by exploring these in-depth 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