{"id":236332,"date":"2025-12-26T12:29:12","date_gmt":"2025-12-26T17:29:12","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=236332"},"modified":"2025-12-29T06:54:38","modified_gmt":"2025-12-29T11:54:38","slug":"ibkr-quant-blog-highlights-december-2025","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/quant-development\/ibkr-quant-blog-highlights-december-2025\/","title":{"rendered":"IBKR Quant Blog Highlights &#8211; December 2025"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Algorithmic Trading has undergone rapid evolution through technological innovation and quantitative research. The following examples illustrate key trends and concepts for developing effective strategies and managing portfolios.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Getting Started<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/5-things-to-know-before-starting-algorithmic-trading-2\/\">5 Things to Know Before Starting Algorithmic Trading<\/a> &#8211; Chainika Thakar of QuantInsti outlines five essential concepts for aspiring algorithmic traders.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Python &amp; Technical Implementation<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unlocking-high-frequency-trading-with-python\/\">Unlocking High-Frequency Trading with Python<\/a> &#8211; PyQuant News discusses Python\u2019s advantages in data analysis, automation, and developing robust trading algorithms.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-guide-to-backtesting-in-python\/\">A Guide To Backtesting In Python<\/a> &#8211; Dr. Hui Liu, IBridgePy, explains how to evaluate trading strategies by leveraging Python to analyze historical market data.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/portfolio-optimization-with-mpt-and-python\/\">Portfolio Optimization with MPT and Python<\/a> &#8211; Jason, PyQuant News, examines portfolio optimization using Modern Portfolio Theory (MPT) in Python, exploring tools such as PyPortfolioOpt, NumPy, and Pandas.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Investment Analysis &amp; Research<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/rethinking-growth-investing-why-traditional-growth-indices-miss-the-mark\/\">Rethinking Growth Investing: Why Traditional Growth Indices Miss the Mark<\/a> &#8211; Larry Swedroe, Alpha Architect Blog, reviews the &#8220;Fundamental Growth&#8221; research by Arnott, Brightman, Harvey, Nguyen, and Shakernia, which evaluates standard growth indices and their construction.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/building-blocks-of-bias-variance-tradeoff-for-trading-the-financial-markets\/\">Building Blocks of Bias-Variance Tradeoff for Trading the Financial Markets<\/a> &#8211; In this QuantInsti article, Mahavir Bhattacharya examines the bias-variance tradeoff in Machine Learning and its relevance to trading strategies.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Trading Strategies<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/rhino-strategy-family-from-broken-wing-butterfly-to-genetic-optimization\/\">Rhino Strategy Family: From Broken-Wing Butterfly to Genetic Optimization<\/a> &#8211; Deltaray explores Rhino Options Strategies, ranging from basic broken-wing butterflies to advanced genetic optimization techniques.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/momentum-factor-investing-evidence-and-evolution\/\">Momentum Factor Investing: Evidence and Evolution<\/a> &#8211; Elisabetta Basilico of Alpha Architect highlights the study by Vliet, Baltussen, Dom, and Vidojevic, titled &#8220;Momentum factor investing: Evidence and evolution,&#8221; which examines academic perspectives on momentum strategies.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unlocking-financial-data-cleaning-preprocessing-guide\/\">Unlocking Financial Data: Cleaning &amp; Preprocessing Guide<\/a> &#8211; PyQuant News provides essential techniques for cleaning and preprocessing financial data using Python&#8217;s powerful libraries.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Algorithmic Trading has undergone rapid evolution through technological innovation and quantitative 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